Algorithmic Trading Model for Cramer COVID-19 Index Using Python Take 3¶
David Lowe¶
June 8, 2020¶
SUMMARY: The purpose of this project is to construct and test an algorithmic trading model and document the end-to-end steps using a template.
INTRODUCTION: CNBC’s Jim Cramer, the host of Mad Money show, presented a list of stocks on April 27 that he believes will work well in this coronavirus-plagued market. The ‘Cramer COVID-19 Index’ contains 100 companies that touch 17 sectors where investors can expect a positive return in this volatile market environment. The project aims to analyze these 100 stocks and develop strategies for trading these stocks, either individually or in groups.
In iteration Take1, we constructed the necessary code segments for downloading and visualizing the index and the stocks. The script leveraged various data sources, both free and paid subscriptions, for pulling the required dataset together.
In iteration Take2, we built on the previous analysis by constructing a dual moving average crossover trading model (20-day and 50-day) and applying the model to the 100 stocks in the index. For each stock, we also identified the entry and exit dates starting January 1, 2019.
In this Take3 iteration, we will build on the previous analysis by constructing a module to calculate profit and loss for the dual moving average crossover trading model and applying the model to the 100 stocks in the index. For each stock, we will identify the entry and exit dates starting around January 1, 2019.
NOTE: This script calculates the index value by using the number of outstanding shares from each company. Such an approach may not match how CNBC calculates this index (https://www.cnbc.com/cramer-covid-19-stocks/). This script is for educational purposes only and does not constitute a recommendation for buying or selling any stock mentioned in this script.
ANALYSIS: Refer to the list of profit and loss amounts for each stock in the index under Task 4.
CONCLUSION: Refer to the list of profit and loss amounts for each stock in the index under Task 4.
Dataset ML Model: Time series analysis with numerical attributes
Dataset Used: IEX Cloud and Quandl
An algorithmic trading modeling project generally can be broken down into about five major tasks:
- Prepare Environment
- Acquire and Pre-Process Data
- Develop Strategy and Train Model
- Back-test Model
- Evaluate Performance
Task 1. Prepare Environment¶
In [1]:
import os
import sys
import smtplib
import numpy as np
import pandas as pd
import requests
import json
from email.message import EmailMessage
import matplotlib.pyplot as plt
from datetime import datetime, timedelta
from time import sleep
from dotenv import load_dotenv
In [2]:
# Begin the timer for the script processing
startTimeScript = datetime.now()
# Set up the verbose flag to print detailed messages for debugging (setting True will activate!)
verbose = False
# Set up the sendNotification flag to send progress emails (setting True will send emails!)
notifyStatus = False
# Set up the parent directory location for loading the dotenv files
useColab = False
if useColab:
# Mount Google Drive locally for storing files
from google.colab import drive
drive.mount('/content/gdrive')
gdrivePrefix = '/content/gdrive/My Drive/Colab_Downloads/'
env_path = '/content/gdrive/My Drive/Colab Notebooks/'
dotenv_path = env_path + "python_script.env"
load_dotenv(dotenv_path=dotenv_path)
# Set up the dotenv file for retrieving environment variables
LocalPC = False
if LocalPC:
env_path = "/Users/david/PycharmProjects/"
dotenv_path = env_path + "python_script.env"
load_dotenv(dotenv_path=dotenv_path)
# Configure the plotting style
plt.style.use('seaborn')
# Set Pandas options
pd.set_option("display.max_rows", 120)
pd.set_option("display.width", 140)
In [3]:
# Define the function for sending the status notification emails
def email_notify(msg_text):
sender = os.environ.get('MAIL_SENDER')
receiver = os.environ.get('MAIL_RECEIVER')
gateway = os.environ.get('SMTP_GATEWAY')
smtpuser = os.environ.get('SMTP_USERNAME')
password = os.environ.get('SMTP_PASSWORD')
if (sender is None) or (receiver is None) or (gateway is None) or (smtpuser is None) or (password is None):
sys.exit("Incomplete email setup info. Script Processing Aborted!!!")
msg = EmailMessage()
msg.set_content(msg_text)
msg['Subject'] = 'Notification from Algorithmic Trading Modeling Script'
msg['From'] = sender
msg['To'] = receiver
server = smtplib.SMTP(gateway, 587)
server.starttls()
server.login(smtpuser, password)
server.send_message(msg)
server.quit()
In [4]:
if notifyStatus: email_notify("Task 1. Prepare Environment has begun! "+datetime.now().strftime('%a %B %d, %Y %I:%M:%S %p'))
In [5]:
# Check and see whether the API key is available
alphavantage_key = os.environ.get('ALPHAVANTAGE_API')
if alphavantage_key is None: sys.exit("API key for Alpha Vantage not available. Script Processing Aborted!!!")
# Check and see whether the API key is available
iexcloud_key = os.environ.get('IEXCLOUD_API')
if iexcloud_key is None: sys.exit("API key for IEX Cloud not available. Script Processing Aborted!!!")
# Check and see whether the API key is available
quandl_key = os.environ.get('QUANDL_API')
if quandl_key is None: sys.exit("API key for Quandl not available. Script Processing Aborted!!!")
In [6]:
# Specify the parameters for the trading strategy
fast_ma = 20
slow_ma = 50
model_start_date = datetime(2019, 1, 1)
print("Starting date for the model:", model_start_date)
stock_start_date = model_start_date - timedelta(days=int(slow_ma*1.5)) # Need more pricing data to calculate moving averages
# model_end_date = datetime(2020, 1, 1)
model_end_date = datetime.now()
print("Ending date for the model:", model_end_date)
stock_data_dates = pd.date_range(start=stock_start_date, end=model_end_date)
Starting date for the model: 2019-01-01 00:00:00 Ending date for the model: 2020-06-07 03:04:09.139295
In [7]:
if notifyStatus: email_notify("Task 1. Prepare Environment completed! "+datetime.now().strftime('%a %B %d, %Y %I:%M:%S %p'))
Task 2. Acquire and Pre-Process Data¶
In [8]:
if notifyStatus: email_notify("Task 2. Acquire and Pre-Process Data has begun! "+datetime.now().strftime('%a %B %d, %Y %I:%M:%S %p'))
In [9]:
dataset_path = 'https://www.dainesanalytics.com/datasets/cramer-covid19-index/Cramer_COVID-19_Index.csv'
stock_meta = pd.read_csv(dataset_path, sep=',')
stock_meta.set_index('Symbol', inplace=True)
stock_meta = stock_meta.sort_index(ascending = True)
stock_meta.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> Index: 100 entries, AAPL to ZTS Data columns (total 1 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 Name 100 non-null object dtypes: object(1) memory usage: 1.6+ KB
In [10]:
# Take a peek at the dataframe after import
stock_meta.head()
Out[10]:
| Name | |
|---|---|
| Symbol | |
| AAPL | Apple |
| ABBV | AbbVie |
| ABT | Abbott Labs |
| ADBE | Adobe |
| AKAM | Akamai Technologies |
In [11]:
stock_list = stock_meta.index.tolist()
if verbose: print('Stocks to process:', stock_list)
In [12]:
for ticker in stock_list:
iexcloud_url = "https://cloud.iexapis.com/stable/stock/%s/stats/sharesOutstanding?token=%s" % (ticker, iexcloud_key)
sleep(1)
response = requests.get(iexcloud_url)
share_data = json.loads(response.text)
stock_meta.loc[ticker,'Share_Outstanding'] = share_data
print('Company outstanding share number retrieved for', ticker, ':', share_data)
Company outstanding share number retrieved for AAPL : 4334340000 Company outstanding share number retrieved for ABBV : 1762340000 Company outstanding share number retrieved for ABT : 1768850000 Company outstanding share number retrieved for ADBE : 481801000 Company outstanding share number retrieved for AKAM : 162274000 Company outstanding share number retrieved for AMD : 1171190000 Company outstanding share number retrieved for AMT : 443306000 Company outstanding share number retrieved for AMZN : 498776000 Company outstanding share number retrieved for ATVI : 770486000 Company outstanding share number retrieved for BAX : 508836000 Company outstanding share number retrieved for BNTX : 228604644 Company outstanding share number retrieved for BSX : 1428730000 Company outstanding share number retrieved for BYND : 62236700 Company outstanding share number retrieved for CAG : 487076000 Company outstanding share number retrieved for CCI : 416751000 Company outstanding share number retrieved for CHGG : 123646000 Company outstanding share number retrieved for CHWY : 84211200 Company outstanding share number retrieved for CL : 856528000 Company outstanding share number retrieved for CLX : 125100000 Company outstanding share number retrieved for CMG : 27890700 Company outstanding share number retrieved for CNC : 579129000 Company outstanding share number retrieved for COR : 37903400 Company outstanding share number retrieved for COST : 441524000 Company outstanding share number retrieved for COUP : 66640900 Company outstanding share number retrieved for CPB : 302164000 Company outstanding share number retrieved for CRM : 901000000 Company outstanding share number retrieved for CRWD : 151213000 Company outstanding share number retrieved for CTXS : 123451000 Company outstanding share number retrieved for D : 839251000 Company outstanding share number retrieved for DDOG : 176048000 Company outstanding share number retrieved for DG : 251722000 Company outstanding share number retrieved for DHR : 707020000 Company outstanding share number retrieved for DOCU : 183127000 Company outstanding share number retrieved for DPZ : 39117900 Company outstanding share number retrieved for DXCM : 92300000 Company outstanding share number retrieved for EA : 288688000 Company outstanding share number retrieved for EBAY : 702679000 Company outstanding share number retrieved for EBS : 52427800 Company outstanding share number retrieved for EQIX : 88514500 Company outstanding share number retrieved for ETSY : 118678000 Company outstanding share number retrieved for EVBG : 34358100 Company outstanding share number retrieved for GILD : 1254000000 Company outstanding share number retrieved for GIS : 606139000 Company outstanding share number retrieved for GOLD : 1778040000 Company outstanding share number retrieved for GOOG : 336162000 Company outstanding share number retrieved for GSK : 2488335000 Company outstanding share number retrieved for HD : 1075520000 Company outstanding share number retrieved for HRL : 538952000 Company outstanding share number retrieved for JNJ : 2634590000 Company outstanding share number retrieved for K : 342670000 Company outstanding share number retrieved for KR : 786188000 Company outstanding share number retrieved for LLY : 957038000 Company outstanding share number retrieved for LOGI : 166897353 Company outstanding share number retrieved for LVGO : 97817000 Company outstanding share number retrieved for MASI : 54115400 Company outstanding share number retrieved for MDLZ : 1427460000 Company outstanding share number retrieved for MKC : 123641000 Company outstanding share number retrieved for MKTX : 37910200 Company outstanding share number retrieved for MRNA : 371224000 Company outstanding share number retrieved for MRVL : 665300000 Company outstanding share number retrieved for MSFT : 7583440000 Company outstanding share number retrieved for NET : 165000000 Company outstanding share number retrieved for NFLX : 439804000 Company outstanding share number retrieved for NVDA : 615135000 Company outstanding share number retrieved for OKTA : 116135000 Company outstanding share number retrieved for PANW : 96465900 Company outstanding share number retrieved for PEP : 1387500000 Company outstanding share number retrieved for PFE : 5554830000 Company outstanding share number retrieved for PG : 2475640000 Company outstanding share number retrieved for PLD : 738582000 Company outstanding share number retrieved for PRGO : 136313000 Company outstanding share number retrieved for PTON : 206067000 Company outstanding share number retrieved for PYPL : 1174160000 Company outstanding share number retrieved for REGN : 110673000 Company outstanding share number retrieved for RMD : 144668000 Company outstanding share number retrieved for RNG : 77005900 Company outstanding share number retrieved for SHOP : 107511000 Company outstanding share number retrieved for SJM : 114038000 Company outstanding share number retrieved for SNY : 2508821038 Company outstanding share number retrieved for SPGI : 240900000 Company outstanding share number retrieved for SPLK : 158869000 Company outstanding share number retrieved for SPOT : 184416932 Company outstanding share number retrieved for SQ : 362988000 Company outstanding share number retrieved for TDOC : 74453300 Company outstanding share number retrieved for TGT : 500015000 Company outstanding share number retrieved for TMO : 394951000 Company outstanding share number retrieved for TTD : 40888700 Company outstanding share number retrieved for TTWO : 113943000 Company outstanding share number retrieved for TW : 83945500 Company outstanding share number retrieved for TWLO : 128614000 Company outstanding share number retrieved for UNH : 948380000 Company outstanding share number retrieved for VEEV : 134988000 Company outstanding share number retrieved for VZ : 4138000000 Company outstanding share number retrieved for WING : 29583000 Company outstanding share number retrieved for WIX : 51526000 Company outstanding share number retrieved for WMT : 2831950000 Company outstanding share number retrieved for WORK : 432599000 Company outstanding share number retrieved for ZM : 167557000 Company outstanding share number retrieved for ZS : 130518000 Company outstanding share number retrieved for ZTS : 474941000
In [13]:
stock_meta.head()
Out[13]:
| Name | Share_Outstanding | |
|---|---|---|
| Symbol | ||
| AAPL | Apple | 4.334340e+09 |
| ABBV | AbbVie | 1.762340e+09 |
| ABT | Abbott Labs | 1.768850e+09 |
| ADBE | Adobe | 4.818010e+08 |
| AKAM | Akamai Technologies | 1.622740e+08 |
In [14]:
stock_meta.tail()
Out[14]:
| Name | Share_Outstanding | |
|---|---|---|
| Symbol | ||
| WMT | Walmart | 2.831950e+09 |
| WORK | Slack | 4.325990e+08 |
| ZM | Zoom Video | 1.675570e+08 |
| ZS | Zscaler | 1.305180e+08 |
| ZTS | Zoetis | 4.749410e+08 |
In [15]:
total_shares = stock_meta['Share_Outstanding'].sum()
print('Total number of outstanding shares used to calculate the index:', total_shares)
Total number of outstanding shares used to calculate the index: 73037744067.0
In [16]:
# Create the dataframe to hold the index and individual stock components
columns = ['JC_MAD']
index_df = pd.DataFrame(index=stock_data_dates, columns=columns)
index_df = index_df.fillna(0.0)
index_df.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 599 entries, 2018-10-18 to 2020-06-07 Freq: D Data columns (total 1 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 JC_MAD 599 non-null float64 dtypes: float64(1) memory usage: 9.4 KB
In [17]:
index_df.head()
Out[17]:
| JC_MAD | |
|---|---|
| 2018-10-18 | 0.0 |
| 2018-10-19 | 0.0 |
| 2018-10-20 | 0.0 |
| 2018-10-21 | 0.0 |
| 2018-10-22 | 0.0 |
In [18]:
# Create the dataframe to hold the stock opening prices
stock_open_df = pd.DataFrame(index=stock_data_dates)
stock_open_df.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 599 entries, 2018-10-18 to 2020-06-07 Freq: D Empty DataFrame
In [19]:
# Create the dataframe to hold the stock closing prices
stock_close_df = pd.DataFrame(index=stock_data_dates)
stock_close_df.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 599 entries, 2018-10-18 to 2020-06-07 Freq: D Empty DataFrame
In [20]:
start_date_string = stock_start_date.strftime('%Y-%m-%d')
end_date_string = model_end_date.strftime('%Y-%m-%d')
for ticker in stock_list:
quandl_url = "https://www.quandl.com/api/v3/datatables/SHARADAR/SEP.json?date.gte=%s&date.lte=%s&ticker=%s&api_key=%s" % (start_date_string, end_date_string, ticker, quandl_key)
response = requests.get(quandl_url)
sleep(1)
quandl_dict = json.loads(response.text)
stock_data = pd.DataFrame(quandl_dict['datatable']['data'])
print(len(stock_data), 'data points retrieved from the API call for:', ticker)
stock_data.columns = ['ticker', 'date', 'open', 'high', 'low', 'close', 'volume', 'dividend', 'closeunadj', 'lastupdated']
stock_data.index = pd.to_datetime(stock_data.date)
stock_data = stock_data.sort_index(ascending = True)
stock_open = stock_data.loc[:, ['open']]
stock_open.rename(columns={'open': ticker}, inplace=True)
stock_open_df = pd.concat([stock_open_df, stock_open], axis=1)
stock_close = stock_data.loc[:, ['closeunadj']]
stock_close.rename(columns={'closeunadj': ticker}, inplace=True)
stock_close_df = pd.concat([stock_close_df, stock_close], axis=1)
component_close = stock_data.loc[:, ['closeunadj']] * stock_meta.loc[ticker, 'Share_Outstanding'] / total_shares
component_close.rename(columns={'closeunadj': ticker}, inplace=True)
index_df = pd.concat([index_df, component_close], axis=1)
410 data points retrieved from the API call for: AAPL 410 data points retrieved from the API call for: ABBV 410 data points retrieved from the API call for: ABT 410 data points retrieved from the API call for: ADBE 410 data points retrieved from the API call for: AKAM 410 data points retrieved from the API call for: AMD 410 data points retrieved from the API call for: AMT 410 data points retrieved from the API call for: AMZN 410 data points retrieved from the API call for: ATVI 410 data points retrieved from the API call for: BAX 165 data points retrieved from the API call for: BNTX 410 data points retrieved from the API call for: BSX 277 data points retrieved from the API call for: BYND 410 data points retrieved from the API call for: CAG 410 data points retrieved from the API call for: CCI 410 data points retrieved from the API call for: CHGG 247 data points retrieved from the API call for: CHWY 410 data points retrieved from the API call for: CL 410 data points retrieved from the API call for: CLX 410 data points retrieved from the API call for: CMG 410 data points retrieved from the API call for: CNC 410 data points retrieved from the API call for: COR 410 data points retrieved from the API call for: COST 410 data points retrieved from the API call for: COUP 410 data points retrieved from the API call for: CPB 410 data points retrieved from the API call for: CRM 248 data points retrieved from the API call for: CRWD 410 data points retrieved from the API call for: CTXS 410 data points retrieved from the API call for: D 180 data points retrieved from the API call for: DDOG 410 data points retrieved from the API call for: DG 410 data points retrieved from the API call for: DHR 410 data points retrieved from the API call for: DOCU 410 data points retrieved from the API call for: DPZ 410 data points retrieved from the API call for: DXCM 410 data points retrieved from the API call for: EA 410 data points retrieved from the API call for: EBAY 410 data points retrieved from the API call for: EBS 410 data points retrieved from the API call for: EQIX 410 data points retrieved from the API call for: ETSY 410 data points retrieved from the API call for: EVBG 410 data points retrieved from the API call for: GILD 410 data points retrieved from the API call for: GIS 410 data points retrieved from the API call for: GOLD 410 data points retrieved from the API call for: GOOG 410 data points retrieved from the API call for: GSK 410 data points retrieved from the API call for: HD 410 data points retrieved from the API call for: HRL 410 data points retrieved from the API call for: JNJ 410 data points retrieved from the API call for: K 410 data points retrieved from the API call for: KR 410 data points retrieved from the API call for: LLY 410 data points retrieved from the API call for: LOGI 219 data points retrieved from the API call for: LVGO 410 data points retrieved from the API call for: MASI 410 data points retrieved from the API call for: MDLZ 410 data points retrieved from the API call for: MKC 410 data points retrieved from the API call for: MKTX 376 data points retrieved from the API call for: MRNA 410 data points retrieved from the API call for: MRVL 410 data points retrieved from the API call for: MSFT 184 data points retrieved from the API call for: NET 410 data points retrieved from the API call for: NFLX 410 data points retrieved from the API call for: NVDA 410 data points retrieved from the API call for: OKTA 410 data points retrieved from the API call for: PANW 410 data points retrieved from the API call for: PEP 410 data points retrieved from the API call for: PFE 410 data points retrieved from the API call for: PG 410 data points retrieved from the API call for: PLD 410 data points retrieved from the API call for: PRGO 175 data points retrieved from the API call for: PTON 410 data points retrieved from the API call for: PYPL 410 data points retrieved from the API call for: REGN 410 data points retrieved from the API call for: RMD 410 data points retrieved from the API call for: RNG 410 data points retrieved from the API call for: SHOP 410 data points retrieved from the API call for: SJM 410 data points retrieved from the API call for: SNY 410 data points retrieved from the API call for: SPGI 410 data points retrieved from the API call for: SPLK 410 data points retrieved from the API call for: SPOT 410 data points retrieved from the API call for: SQ 410 data points retrieved from the API call for: TDOC 410 data points retrieved from the API call for: TGT 410 data points retrieved from the API call for: TMO 410 data points retrieved from the API call for: TTD 410 data points retrieved from the API call for: TTWO 296 data points retrieved from the API call for: TW 410 data points retrieved from the API call for: TWLO 410 data points retrieved from the API call for: UNH 410 data points retrieved from the API call for: VEEV 410 data points retrieved from the API call for: VZ 410 data points retrieved from the API call for: WING 410 data points retrieved from the API call for: WIX 410 data points retrieved from the API call for: WMT 243 data points retrieved from the API call for: WORK 286 data points retrieved from the API call for: ZM 410 data points retrieved from the API call for: ZS 410 data points retrieved from the API call for: ZTS
In [21]:
stock_open_df.dropna(inplace=True)
stock_open_df.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 165 entries, 2019-10-10 to 2020-06-05 Data columns (total 100 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 AAPL 165 non-null float64 1 ABBV 165 non-null float64 2 ABT 165 non-null float64 3 ADBE 165 non-null float64 4 AKAM 165 non-null float64 5 AMD 165 non-null float64 6 AMT 165 non-null float64 7 AMZN 165 non-null float64 8 ATVI 165 non-null float64 9 BAX 165 non-null float64 10 BNTX 165 non-null float64 11 BSX 165 non-null float64 12 BYND 165 non-null float64 13 CAG 165 non-null float64 14 CCI 165 non-null float64 15 CHGG 165 non-null float64 16 CHWY 165 non-null float64 17 CL 165 non-null float64 18 CLX 165 non-null float64 19 CMG 165 non-null float64 20 CNC 165 non-null float64 21 COR 165 non-null float64 22 COST 165 non-null float64 23 COUP 165 non-null float64 24 CPB 165 non-null float64 25 CRM 165 non-null float64 26 CRWD 165 non-null float64 27 CTXS 165 non-null float64 28 D 165 non-null float64 29 DDOG 165 non-null float64 30 DG 165 non-null float64 31 DHR 165 non-null float64 32 DOCU 165 non-null float64 33 DPZ 165 non-null float64 34 DXCM 165 non-null float64 35 EA 165 non-null float64 36 EBAY 165 non-null float64 37 EBS 165 non-null float64 38 EQIX 165 non-null float64 39 ETSY 165 non-null float64 40 EVBG 165 non-null float64 41 GILD 165 non-null float64 42 GIS 165 non-null float64 43 GOLD 165 non-null float64 44 GOOG 165 non-null float64 45 GSK 165 non-null float64 46 HD 165 non-null float64 47 HRL 165 non-null float64 48 JNJ 165 non-null float64 49 K 165 non-null float64 50 KR 165 non-null float64 51 LLY 165 non-null float64 52 LOGI 165 non-null float64 53 LVGO 165 non-null float64 54 MASI 165 non-null float64 55 MDLZ 165 non-null float64 56 MKC 165 non-null float64 57 MKTX 165 non-null float64 58 MRNA 165 non-null float64 59 MRVL 165 non-null float64 60 MSFT 165 non-null float64 61 NET 165 non-null float64 62 NFLX 165 non-null float64 63 NVDA 165 non-null float64 64 OKTA 165 non-null float64 65 PANW 165 non-null float64 66 PEP 165 non-null float64 67 PFE 165 non-null float64 68 PG 165 non-null float64 69 PLD 165 non-null float64 70 PRGO 165 non-null float64 71 PTON 165 non-null float64 72 PYPL 165 non-null float64 73 REGN 165 non-null float64 74 RMD 165 non-null float64 75 RNG 165 non-null float64 76 SHOP 165 non-null float64 77 SJM 165 non-null float64 78 SNY 165 non-null float64 79 SPGI 165 non-null float64 80 SPLK 165 non-null float64 81 SPOT 165 non-null float64 82 SQ 165 non-null float64 83 TDOC 165 non-null float64 84 TGT 165 non-null float64 85 TMO 165 non-null float64 86 TTD 165 non-null float64 87 TTWO 165 non-null float64 88 TW 165 non-null float64 89 TWLO 165 non-null float64 90 UNH 165 non-null float64 91 VEEV 165 non-null float64 92 VZ 165 non-null float64 93 WING 165 non-null float64 94 WIX 165 non-null float64 95 WMT 165 non-null float64 96 WORK 165 non-null float64 97 ZM 165 non-null float64 98 ZS 165 non-null float64 99 ZTS 165 non-null float64 dtypes: float64(100) memory usage: 130.2 KB
In [22]:
stock_close_df.dropna(inplace=True)
stock_close_df.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 165 entries, 2019-10-10 to 2020-06-05 Data columns (total 100 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 AAPL 165 non-null float64 1 ABBV 165 non-null float64 2 ABT 165 non-null float64 3 ADBE 165 non-null float64 4 AKAM 165 non-null float64 5 AMD 165 non-null float64 6 AMT 165 non-null float64 7 AMZN 165 non-null float64 8 ATVI 165 non-null float64 9 BAX 165 non-null float64 10 BNTX 165 non-null float64 11 BSX 165 non-null float64 12 BYND 165 non-null float64 13 CAG 165 non-null float64 14 CCI 165 non-null float64 15 CHGG 165 non-null float64 16 CHWY 165 non-null float64 17 CL 165 non-null float64 18 CLX 165 non-null float64 19 CMG 165 non-null float64 20 CNC 165 non-null float64 21 COR 165 non-null float64 22 COST 165 non-null float64 23 COUP 165 non-null float64 24 CPB 165 non-null float64 25 CRM 165 non-null float64 26 CRWD 165 non-null float64 27 CTXS 165 non-null float64 28 D 165 non-null float64 29 DDOG 165 non-null float64 30 DG 165 non-null float64 31 DHR 165 non-null float64 32 DOCU 165 non-null float64 33 DPZ 165 non-null float64 34 DXCM 165 non-null float64 35 EA 165 non-null float64 36 EBAY 165 non-null float64 37 EBS 165 non-null float64 38 EQIX 165 non-null float64 39 ETSY 165 non-null float64 40 EVBG 165 non-null float64 41 GILD 165 non-null float64 42 GIS 165 non-null float64 43 GOLD 165 non-null float64 44 GOOG 165 non-null float64 45 GSK 165 non-null float64 46 HD 165 non-null float64 47 HRL 165 non-null float64 48 JNJ 165 non-null float64 49 K 165 non-null float64 50 KR 165 non-null float64 51 LLY 165 non-null float64 52 LOGI 165 non-null float64 53 LVGO 165 non-null float64 54 MASI 165 non-null float64 55 MDLZ 165 non-null float64 56 MKC 165 non-null float64 57 MKTX 165 non-null float64 58 MRNA 165 non-null float64 59 MRVL 165 non-null float64 60 MSFT 165 non-null float64 61 NET 165 non-null float64 62 NFLX 165 non-null float64 63 NVDA 165 non-null float64 64 OKTA 165 non-null float64 65 PANW 165 non-null float64 66 PEP 165 non-null float64 67 PFE 165 non-null float64 68 PG 165 non-null float64 69 PLD 165 non-null float64 70 PRGO 165 non-null float64 71 PTON 165 non-null float64 72 PYPL 165 non-null float64 73 REGN 165 non-null float64 74 RMD 165 non-null float64 75 RNG 165 non-null float64 76 SHOP 165 non-null float64 77 SJM 165 non-null float64 78 SNY 165 non-null float64 79 SPGI 165 non-null float64 80 SPLK 165 non-null float64 81 SPOT 165 non-null float64 82 SQ 165 non-null float64 83 TDOC 165 non-null float64 84 TGT 165 non-null float64 85 TMO 165 non-null float64 86 TTD 165 non-null float64 87 TTWO 165 non-null float64 88 TW 165 non-null float64 89 TWLO 165 non-null float64 90 UNH 165 non-null float64 91 VEEV 165 non-null float64 92 VZ 165 non-null float64 93 WING 165 non-null float64 94 WIX 165 non-null float64 95 WMT 165 non-null float64 96 WORK 165 non-null float64 97 ZM 165 non-null float64 98 ZS 165 non-null float64 99 ZTS 165 non-null float64 dtypes: float64(100) memory usage: 130.2 KB
In [23]:
index_df.dropna(inplace=True)
index_df['JC_MAD'] = index_df[stock_list].sum(axis=1)
index_df.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 165 entries, 2019-10-10 to 2020-06-05 Data columns (total 101 columns): # Column Dtype --- ------ ----- 0 JC_MAD float64 1 AAPL float64 2 ABBV float64 3 ABT float64 4 ADBE float64 5 AKAM float64 6 AMD float64 7 AMT float64 8 AMZN float64 9 ATVI float64 10 BAX float64 11 BNTX float64 12 BSX float64 13 BYND float64 14 CAG float64 15 CCI float64 16 CHGG float64 17 CHWY float64 18 CL float64 19 CLX float64 20 CMG float64 21 CNC float64 22 COR float64 23 COST float64 24 COUP float64 25 CPB float64 26 CRM float64 27 CRWD float64 28 CTXS float64 29 D float64 30 DDOG float64 31 DG float64 32 DHR float64 33 DOCU float64 34 DPZ float64 35 DXCM float64 36 EA float64 37 EBAY float64 38 EBS float64 39 EQIX float64 40 ETSY float64 41 EVBG float64 42 GILD float64 43 GIS float64 44 GOLD float64 45 GOOG float64 46 GSK float64 47 HD float64 48 HRL float64 49 JNJ float64 50 K float64 51 KR float64 52 LLY float64 53 LOGI float64 54 LVGO float64 55 MASI float64 56 MDLZ float64 57 MKC float64 58 MKTX float64 59 MRNA float64 60 MRVL float64 61 MSFT float64 62 NET float64 63 NFLX float64 64 NVDA float64 65 OKTA float64 66 PANW float64 67 PEP float64 68 PFE float64 69 PG float64 70 PLD float64 71 PRGO float64 72 PTON float64 73 PYPL float64 74 REGN float64 75 RMD float64 76 RNG float64 77 SHOP float64 78 SJM float64 79 SNY float64 80 SPGI float64 81 SPLK float64 82 SPOT float64 83 SQ float64 84 TDOC float64 85 TGT float64 86 TMO float64 87 TTD float64 88 TTWO float64 89 TW float64 90 TWLO float64 91 UNH float64 92 VEEV float64 93 VZ float64 94 WING float64 95 WIX float64 96 WMT float64 97 WORK float64 98 ZM float64 99 ZS float64 100 ZTS float64 dtypes: float64(101) memory usage: 131.5 KB
In [24]:
index_df.head()
Out[24]:
| JC_MAD | AAPL | ABBV | ABT | ADBE | AKAM | AMD | AMT | AMZN | ATVI | ... | UNH | VEEV | VZ | WING | WIX | WMT | WORK | ZM | ZS | ZTS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-10-10 | 119.011912 | 13.654424 | 1.796417 | 1.940855 | 1.813934 | 0.198539 | 0.455085 | 1.373417 | 11.747685 | 0.566384 | ... | 2.905088 | 0.277765 | 3.389707 | 0.035724 | 0.088007 | 4.637733 | 0.141085 | 0.162905 | 0.084525 | 0.828506 |
| 2019-10-11 | 119.885844 | 14.017608 | 1.776631 | 1.928503 | 1.835769 | 0.198961 | 0.477053 | 1.362310 | 11.827311 | 0.578304 | ... | 2.883533 | 0.281000 | 3.395372 | 0.035907 | 0.088798 | 4.662160 | 0.153938 | 0.163685 | 0.085990 | 0.835399 |
| 2019-10-14 | 119.729937 | 13.997431 | 1.779767 | 1.933105 | 1.832404 | 0.199605 | 0.489561 | 1.369533 | 11.858110 | 0.580309 | ... | 2.864316 | 0.283199 | 3.376676 | 0.035846 | 0.088657 | 4.620672 | 0.145823 | 0.162423 | 0.084882 | 0.823174 |
| 2019-10-15 | 120.933523 | 13.964792 | 1.797623 | 1.985416 | 1.843025 | 0.202915 | 0.492608 | 1.360853 | 12.069468 | 0.586111 | ... | 3.098042 | 0.289187 | 3.430499 | 0.035813 | 0.088106 | 4.634631 | 0.146534 | 0.163135 | 0.082890 | 0.836960 |
| 2019-10-16 | 120.502213 | 13.908415 | 1.803655 | 1.980573 | 1.798894 | 0.202027 | 0.494051 | 1.347257 | 12.138100 | 0.586427 | ... | 3.077266 | 0.277007 | 3.415768 | 0.036056 | 0.086851 | 4.630366 | 0.140019 | 0.155289 | 0.081576 | 0.831888 |
5 rows × 101 columns
In [25]:
index_df.tail()
Out[25]:
| JC_MAD | AAPL | ABBV | ABT | ADBE | AKAM | AMD | AMT | AMZN | ATVI | ... | UNH | VEEV | VZ | WING | WIX | WMT | WORK | ZM | ZS | ZTS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-06-01 | 151.087519 | 19.099814 | 2.188516 | 2.252544 | 2.570564 | 0.234865 | 0.859979 | 1.604242 | 16.874774 | 0.769982 | ... | 3.972438 | 0.404681 | 3.160251 | 0.049479 | 0.155888 | 4.806399 | 0.220215 | 0.468344 | 0.196534 | 0.899581 |
| 2020-06-02 | 151.860910 | 19.188236 | 2.196719 | 2.243099 | 2.575578 | 0.234465 | 0.858536 | 1.599872 | 16.884130 | 0.769877 | ... | 3.977372 | 0.405882 | 3.195378 | 0.050342 | 0.160981 | 4.805623 | 0.227323 | 0.477359 | 0.189725 | 0.919999 |
| 2020-06-03 | 151.845202 | 19.293868 | 2.193100 | 2.213553 | 2.572147 | 0.228866 | 0.845547 | 1.622936 | 16.925036 | 0.737596 | ... | 3.964907 | 0.397806 | 3.219740 | 0.049289 | 0.160720 | 4.787400 | 0.236326 | 0.513584 | 0.191941 | 0.926827 |
| 2020-06-04 | 150.073581 | 19.127706 | 2.244978 | 2.137265 | 2.544969 | 0.226266 | 0.843944 | 1.576383 | 16.803479 | 0.736436 | ... | 3.870507 | 0.381098 | 3.241836 | 0.048945 | 0.155027 | 4.734667 | 0.224717 | 0.482567 | 0.184150 | 0.913756 |
| 2020-06-05 | 152.151362 | 19.672482 | 2.264522 | 2.176256 | 2.591805 | 0.219956 | 0.851480 | 1.607762 | 16.956449 | 0.732427 | ... | 4.049308 | 0.374814 | 3.271297 | 0.048600 | 0.150470 | 4.713342 | 0.192851 | 0.476258 | 0.177466 | 0.916943 |
5 rows × 101 columns
In [26]:
title_string = 'Historical Pricing for the Cramer COVID-19 Index'
index_df['JC_MAD'].plot(figsize=(16,9), title=title_string)
plt.show()
In [27]:
if notifyStatus: email_notify("Task 2. Acquire and Pre-Process Data completed! "+datetime.now().strftime('%a %B %d, %Y %I:%M:%S %p'))
Task 3. Develop Strategy and Train Model¶
In [28]:
if notifyStatus: email_notify("Task 3. Develop Strategy and Train Model has begun! "+datetime.now().strftime('%a %B %d, %Y %I:%M:%S %p'))
In [29]:
# Specify the parameters for the trading strategy
fast_ma = 10
slow_ma = 25
In [30]:
def ma_crossover(data):
wait_for_entry = True
for x in range(len(data)):
if data['ma_change'].iloc[x] > 0:
data['signal'].iloc[x] = 1 # Signal = 1 means we should take a long position
else:
data['signal'].iloc[x] = 0 # Signal = 0 means we should not have a position
if x != 0:
data['signal_chg'].iloc[x] = data['signal'].iloc[x] - data['signal'].iloc[x-1]
if wait_for_entry and (data['signal_chg'].iloc[x-1] == 1):
data['entry_exit'].iloc[x] = data['signal_chg'].iloc[x-1]
wait_for_entry = False
elif (not wait_for_entry) and (data['signal_chg'].iloc[x-1] != 0):
data['entry_exit'].iloc[x] = data['signal_chg'].iloc[x-1]
In [31]:
model_collection = {}
for ticker in stock_list:
print('Processing trading model for ticker symbol:', ticker)
model_collection[ticker] = pd.DataFrame(stock_close_df[ticker])
model_collection[ticker].rename(columns={ticker: 'close'}, inplace=True)
model_collection[ticker]['open'] = stock_open_df[ticker]
model_collection[ticker]['fast_ma'] = model_collection[ticker]['close'].rolling(fast_ma).mean()
model_collection[ticker]['slow_ma'] = model_collection[ticker]['close'].rolling(slow_ma).mean()
model_collection[ticker]['ma_change'] = model_collection[ticker]['fast_ma'] - model_collection[ticker]['slow_ma']
model_collection[ticker]['signal'] = np.zeros(len(model_collection[ticker]))
model_collection[ticker]['signal_chg'] = np.zeros(len(model_collection[ticker]))
model_collection[ticker]['entry_exit'] = np.zeros(len(model_collection[ticker]))
model_collection[ticker] = model_collection[ticker][model_start_date:model_end_date]
if verbose:
print(model_collection[ticker].head())
print('...')
print(model_collection[ticker].tail())
print()
ma_crossover(model_collection[ticker])
Processing trading model for ticker symbol: AAPL Processing trading model for ticker symbol: ABBV Processing trading model for ticker symbol: ABT Processing trading model for ticker symbol: ADBE Processing trading model for ticker symbol: AKAM Processing trading model for ticker symbol: AMD Processing trading model for ticker symbol: AMT Processing trading model for ticker symbol: AMZN Processing trading model for ticker symbol: ATVI Processing trading model for ticker symbol: BAX Processing trading model for ticker symbol: BNTX Processing trading model for ticker symbol: BSX Processing trading model for ticker symbol: BYND Processing trading model for ticker symbol: CAG Processing trading model for ticker symbol: CCI Processing trading model for ticker symbol: CHGG Processing trading model for ticker symbol: CHWY Processing trading model for ticker symbol: CL Processing trading model for ticker symbol: CLX Processing trading model for ticker symbol: CMG Processing trading model for ticker symbol: CNC Processing trading model for ticker symbol: COR Processing trading model for ticker symbol: COST Processing trading model for ticker symbol: COUP Processing trading model for ticker symbol: CPB Processing trading model for ticker symbol: CRM Processing trading model for ticker symbol: CRWD Processing trading model for ticker symbol: CTXS Processing trading model for ticker symbol: D Processing trading model for ticker symbol: DDOG Processing trading model for ticker symbol: DG Processing trading model for ticker symbol: DHR Processing trading model for ticker symbol: DOCU Processing trading model for ticker symbol: DPZ Processing trading model for ticker symbol: DXCM Processing trading model for ticker symbol: EA Processing trading model for ticker symbol: EBAY Processing trading model for ticker symbol: EBS Processing trading model for ticker symbol: EQIX Processing trading model for ticker symbol: ETSY Processing trading model for ticker symbol: EVBG Processing trading model for ticker symbol: GILD Processing trading model for ticker symbol: GIS Processing trading model for ticker symbol: GOLD Processing trading model for ticker symbol: GOOG Processing trading model for ticker symbol: GSK Processing trading model for ticker symbol: HD Processing trading model for ticker symbol: HRL Processing trading model for ticker symbol: JNJ Processing trading model for ticker symbol: K Processing trading model for ticker symbol: KR Processing trading model for ticker symbol: LLY Processing trading model for ticker symbol: LOGI Processing trading model for ticker symbol: LVGO Processing trading model for ticker symbol: MASI Processing trading model for ticker symbol: MDLZ Processing trading model for ticker symbol: MKC Processing trading model for ticker symbol: MKTX Processing trading model for ticker symbol: MRNA Processing trading model for ticker symbol: MRVL Processing trading model for ticker symbol: MSFT Processing trading model for ticker symbol: NET Processing trading model for ticker symbol: NFLX Processing trading model for ticker symbol: NVDA Processing trading model for ticker symbol: OKTA Processing trading model for ticker symbol: PANW Processing trading model for ticker symbol: PEP Processing trading model for ticker symbol: PFE Processing trading model for ticker symbol: PG Processing trading model for ticker symbol: PLD Processing trading model for ticker symbol: PRGO Processing trading model for ticker symbol: PTON Processing trading model for ticker symbol: PYPL Processing trading model for ticker symbol: REGN Processing trading model for ticker symbol: RMD Processing trading model for ticker symbol: RNG Processing trading model for ticker symbol: SHOP Processing trading model for ticker symbol: SJM Processing trading model for ticker symbol: SNY Processing trading model for ticker symbol: SPGI Processing trading model for ticker symbol: SPLK Processing trading model for ticker symbol: SPOT Processing trading model for ticker symbol: SQ Processing trading model for ticker symbol: TDOC Processing trading model for ticker symbol: TGT Processing trading model for ticker symbol: TMO Processing trading model for ticker symbol: TTD Processing trading model for ticker symbol: TTWO Processing trading model for ticker symbol: TW Processing trading model for ticker symbol: TWLO Processing trading model for ticker symbol: UNH Processing trading model for ticker symbol: VEEV Processing trading model for ticker symbol: VZ Processing trading model for ticker symbol: WING Processing trading model for ticker symbol: WIX Processing trading model for ticker symbol: WMT Processing trading model for ticker symbol: WORK Processing trading model for ticker symbol: ZM Processing trading model for ticker symbol: ZS Processing trading model for ticker symbol: ZTS
In [32]:
for ticker in stock_list:
print('List the signal change and entry/exit points for', ticker)
print(model_collection[ticker][(model_collection[ticker].signal_chg != 0) | (model_collection[ticker].entry_exit != 0)])
print()
List the signal change and entry/exit points for AAPL
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 264.47 261.13 258.465 247.1044 11.3606 1.0 1.0 0.0
2019-11-14 262.64 263.75 259.853 248.4064 11.4466 1.0 0.0 1.0
2020-02-25 288.08 300.95 315.886 317.2312 -1.3452 0.0 -1.0 0.0
2020-02-26 292.65 286.53 313.190 316.2744 -3.0844 0.0 0.0 -1.0
2020-04-13 273.25 268.31 256.556 254.2964 2.2596 1.0 1.0 0.0
2020-04-14 287.05 280.00 259.780 255.1316 4.6484 1.0 0.0 1.0
List the signal change and entry/exit points for ABBV
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 86.66 85.74 83.419 79.1836 4.2354 1.0 1.0 0.0
2019-11-14 87.63 86.48 84.227 79.7108 4.5162 1.0 0.0 1.0
2019-12-13 87.84 88.78 87.015 87.1776 -0.1626 0.0 -1.0 0.0
2019-12-16 89.43 88.38 87.255 87.3464 -0.0914 0.0 0.0 -1.0
2019-12-17 90.08 90.00 87.668 87.5232 0.1448 1.0 1.0 0.0
2019-12-18 89.33 90.05 87.881 87.6388 0.2422 1.0 0.0 1.0
2020-01-17 88.00 89.13 89.032 89.1292 -0.0972 0.0 -1.0 0.0
2020-01-21 87.99 87.68 88.891 89.0996 -0.2086 0.0 0.0 -1.0
2020-02-12 97.79 95.98 88.410 87.6452 0.7648 1.0 1.0 0.0
2020-02-13 95.35 96.85 89.767 87.8784 1.8886 1.0 0.0 1.0
2020-03-05 90.61 90.06 89.544 90.0368 -0.4928 0.0 -1.0 0.0
2020-03-06 88.82 88.73 88.930 90.3184 -1.3884 0.0 0.0 -1.0
2020-04-13 80.30 80.66 76.308 75.5724 0.7356 1.0 1.0 0.0
2020-04-14 82.13 80.62 76.997 75.4468 1.5502 1.0 0.0 1.0
List the signal change and entry/exit points for ABT
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 84.22 83.96 83.340 82.3404 0.9996 1.0 1.0 0.0
2019-11-14 84.12 84.09 83.391 82.4996 0.8914 1.0 0.0 1.0
2020-01-13 85.12 85.50 86.183 86.2672 -0.0842 0.0 -1.0 0.0
2020-01-14 85.74 84.13 86.077 86.2776 -0.2006 0.0 0.0 -1.0
2020-01-21 89.73 88.86 86.912 86.8808 0.0312 1.0 1.0 0.0
2020-01-22 91.86 90.78 87.512 87.1012 0.4108 1.0 0.0 1.0
2020-02-13 88.68 88.50 88.427 88.4696 -0.0426 0.0 -1.0 0.0
2020-02-14 89.66 88.87 88.679 88.5984 0.0806 1.0 1.0 -1.0
2020-02-18 88.88 89.42 88.861 88.7392 0.1218 1.0 0.0 1.0
2020-02-20 88.46 89.10 88.864 89.0176 -0.1536 0.0 -1.0 0.0
2020-02-21 87.45 88.04 88.662 89.0204 -0.3584 0.0 0.0 -1.0
2020-04-07 81.93 83.45 77.949 76.9456 1.0034 1.0 1.0 0.0
2020-04-08 84.95 82.50 79.369 77.0600 2.3090 1.0 0.0 1.0
2020-05-14 91.78 90.50 92.529 92.6232 -0.0942 0.0 -1.0 0.0
2020-05-15 89.89 89.96 92.533 92.7772 -0.2442 0.0 0.0 -1.0
List the signal change and entry/exit points for ADBE
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 293.54 291.86 286.870 277.5096 9.3604 1.0 1.0 0.0
2019-11-14 294.53 293.54 288.530 278.2916 10.2384 1.0 0.0 1.0
2020-03-02 360.28 349.81 361.351 362.6600 -1.3090 0.0 -1.0 0.0
2020-03-03 348.34 361.76 358.300 362.7176 -4.4176 0.0 0.0 -1.0
2020-04-09 318.70 318.65 310.518 310.2800 0.2380 1.0 1.0 0.0
2020-04-13 320.65 315.94 312.000 309.6352 2.3648 1.0 0.0 1.0
List the signal change and entry/exit points for AKAM
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-26 88.69 87.74 87.471 87.4124 0.0586 1.0 1.0 0.0
2019-11-27 87.29 88.83 87.640 87.2952 0.3448 1.0 0.0 1.0
2019-12-06 85.25 84.87 86.636 86.6824 -0.0464 0.0 -1.0 0.0
2019-12-09 84.11 84.95 86.250 86.5468 -0.2968 0.0 0.0 -1.0
2019-12-31 86.38 85.73 85.730 85.6508 0.0792 1.0 1.0 0.0
2020-01-02 87.64 86.84 86.065 85.6468 0.4182 1.0 0.0 1.0
2020-03-02 90.91 87.31 95.562 95.7700 -0.2080 0.0 -1.0 0.0
2020-03-03 90.28 90.53 94.494 95.6120 -1.1180 0.0 0.0 -1.0
2020-03-30 94.19 92.09 90.080 89.0952 0.9848 1.0 1.0 0.0
2020-03-31 91.49 92.89 90.386 89.0056 1.3804 1.0 0.0 1.0
2020-05-07 100.60 101.28 99.578 99.7384 -0.1604 0.0 -1.0 0.0
2020-05-08 101.15 101.52 99.415 100.0596 -0.6446 0.0 0.0 -1.0
2020-05-28 102.91 99.91 99.568 99.5156 0.0524 1.0 1.0 0.0
2020-05-29 105.80 103.76 100.425 99.6572 0.7678 1.0 0.0 1.0
List the signal change and entry/exit points for AMD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 37.52 36.650 36.030 33.2712 2.7588 1.0 1.0 0.0
2019-11-14 38.35 37.510 36.472 33.6700 2.8020 1.0 0.0 1.0
2020-02-06 49.32 48.800 49.006 49.1902 -0.1842 0.0 -1.0 0.0
2020-02-07 49.73 48.910 48.944 49.2154 -0.2714 0.0 0.0 -1.0
2020-02-12 53.89 54.530 50.209 49.8038 0.4052 1.0 1.0 0.0
2020-02-13 54.53 53.430 50.784 50.0718 0.7122 1.0 0.0 1.0
2020-03-03 46.75 49.030 49.733 50.5676 -0.8346 0.0 -1.0 0.0
2020-03-04 50.11 48.250 48.854 50.5508 -1.6968 0.0 0.0 -1.0
2020-04-02 44.49 43.400 44.767 44.4384 0.3286 1.0 1.0 0.0
2020-04-03 42.59 44.300 45.065 44.3228 0.7422 1.0 0.0 1.0
2020-05-11 55.74 52.900 52.923 53.2108 -0.2878 0.0 -1.0 0.0
2020-05-12 53.76 56.186 52.748 53.4604 -0.7124 0.0 0.0 -1.0
2020-05-21 54.65 56.680 54.468 54.2384 0.2296 1.0 1.0 0.0
2020-05-22 55.17 54.770 54.666 54.1812 0.4848 1.0 0.0 1.0
2020-06-04 52.63 52.590 53.382 53.3992 -0.0172 0.0 -1.0 0.0
2020-06-05 53.10 52.990 53.227 53.4276 -0.2006 0.0 0.0 -1.0
List the signal change and entry/exit points for AMT
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-26 214.79 209.59 213.144 213.0428 0.1012 1.0 1.0 0.0
2019-11-27 214.91 214.80 213.603 212.5984 1.0046 1.0 0.0 1.0
2019-12-13 212.52 209.11 211.629 211.8656 -0.2366 0.0 -1.0 0.0
2019-12-16 215.60 213.00 212.232 212.2548 -0.0228 0.0 0.0 -1.0
2019-12-19 224.20 217.52 213.830 213.4412 0.3888 1.0 1.0 0.0
2019-12-20 227.74 226.80 215.384 214.0788 1.3052 1.0 0.0 1.0
2020-03-03 242.65 240.75 241.970 242.4776 -0.5076 0.0 -1.0 0.0
2020-03-04 251.66 245.58 242.326 243.0568 -0.7308 0.0 0.0 -1.0
2020-04-08 249.25 229.64 225.173 221.2348 3.9382 1.0 1.0 0.0
2020-04-09 259.60 248.50 228.913 221.7412 7.1718 1.0 0.0 1.0
2020-05-06 237.26 240.86 241.012 241.3716 -0.3596 0.0 -1.0 0.0
2020-05-07 235.25 239.18 239.677 242.5028 -2.8258 0.0 0.0 -1.0
2020-05-29 258.17 257.16 240.854 238.9744 1.8796 1.0 1.0 0.0
2020-06-01 264.31 258.03 244.327 239.7624 4.5646 1.0 0.0 1.0
List the signal change and entry/exit points for AMZN
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 1753.11 1773.39 1784.708 1772.0376 12.6704 1.0 1.0 0.0
2019-11-14 1754.60 1751.43 1782.502 1773.4112 9.0908 1.0 0.0 1.0
2019-11-18 1752.53 1738.30 1772.094 1774.3580 -2.2640 0.0 -1.0 0.0
2019-11-19 1752.79 1756.99 1767.202 1773.7744 -6.5724 0.0 0.0 -1.0
2019-12-06 1751.60 1751.20 1774.014 1771.6084 2.4056 1.0 1.0 0.0
2019-12-09 1749.51 1750.66 1774.393 1769.9312 4.4618 1.0 0.0 1.0
2019-12-12 1760.33 1750.00 1760.290 1763.7760 -3.4860 0.0 -1.0 0.0
2019-12-13 1760.94 1765.00 1756.304 1762.6856 -6.3816 0.0 0.0 -1.0
2019-12-19 1792.28 1780.50 1764.649 1764.5872 0.0618 1.0 1.0 0.0
2019-12-20 1786.50 1799.62 1768.139 1765.8632 2.2758 1.0 0.0 1.0
2020-01-29 1858.00 1864.00 1866.995 1868.2040 -1.2090 0.0 -1.0 0.0
2020-01-30 1870.68 1858.00 1867.861 1871.3112 -3.4502 0.0 0.0 -1.0
2020-01-31 2008.72 2051.47 1880.939 1880.0916 0.8474 1.0 1.0 0.0
2020-02-03 2004.20 2010.60 1894.887 1885.5088 9.3782 1.0 0.0 1.0
2020-03-03 1908.99 1975.37 2001.190 2028.4368 -27.2468 0.0 -1.0 0.0
2020-03-04 1975.83 1946.57 1981.751 2033.3400 -51.5890 0.0 0.0 -1.0
2020-03-30 1963.95 1922.83 1891.317 1878.4596 12.8574 1.0 1.0 0.0
2020-03-31 1949.72 1964.35 1905.505 1877.5388 27.9662 1.0 0.0 1.0
List the signal change and entry/exit points for ATVI
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-05 54.99 54.09 54.1630 54.1190 0.0440 1.0 1.0 0.0
2019-12-06 55.21 55.12 54.3150 54.0862 0.2288 1.0 0.0 1.0
2020-02-04 59.21 58.86 59.5390 59.6510 -0.1120 0.0 -1.0 0.0
2020-02-05 58.85 60.14 59.3920 59.6498 -0.2578 0.0 0.0 -1.0
2020-02-10 61.63 61.42 59.9490 59.9170 0.0320 1.0 1.0 0.0
2020-02-11 61.19 61.93 60.0650 59.9750 0.0900 1.0 0.0 1.0
2020-03-03 58.75 60.56 60.8735 60.8826 -0.0091 0.0 -1.0 0.0
2020-03-04 62.55 60.00 60.6915 60.9834 -0.2919 0.0 0.0 -1.0
2020-04-06 61.60 61.13 57.9790 57.6292 0.3498 1.0 1.0 0.0
2020-04-07 59.87 62.53 58.5230 57.6740 0.8490 1.0 0.0 1.0
2020-06-04 69.81 69.50 71.3600 71.3736 -0.0136 0.0 -1.0 0.0
2020-06-05 69.43 67.99 71.0560 71.6016 -0.5456 0.0 0.0 -1.0
List the signal change and entry/exit points for BAX
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-21 82.25 81.85 80.757 80.5696 0.1874 1.0 1.0 0.0
2019-11-22 82.02 82.03 81.108 80.3308 0.7772 1.0 0.0 1.0
2020-02-27 84.27 85.25 90.464 90.7576 -0.2936 0.0 -1.0 0.0
2020-02-28 83.47 81.81 89.554 90.4524 -0.8984 0.0 0.0 -1.0
2020-04-07 82.51 86.74 80.665 80.1144 0.5506 1.0 1.0 0.0
2020-04-08 84.48 83.10 81.756 79.8512 1.9048 1.0 0.0 1.0
2020-05-11 88.93 87.76 88.849 88.9444 -0.0954 0.0 -1.0 0.0
2020-05-12 85.89 89.41 88.338 88.9828 -0.6448 0.0 0.0 -1.0
2020-06-03 90.48 91.00 88.292 87.9708 0.3212 1.0 1.0 0.0
2020-06-04 88.63 89.23 88.413 87.8564 0.5566 1.0 0.0 1.0
List the signal change and entry/exit points for BNTX
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 18.55 17.80 18.139 16.6572 1.4818 1.0 1.0 0.0
2019-11-14 19.00 18.86 18.357 16.8476 1.5094 1.0 0.0 1.0
2020-01-24 34.99 35.32 35.913 36.6420 -0.7290 0.0 -1.0 0.0
2020-01-27 33.20 33.24 35.265 36.5700 -1.3050 0.0 0.0 -1.0
2020-02-27 33.88 31.45 32.158 32.0096 0.1484 1.0 1.0 0.0
2020-02-28 35.10 33.40 32.604 31.9456 0.6584 1.0 0.0 1.0
2020-04-14 41.63 43.82 49.301 49.8868 -0.5858 0.0 -1.0 0.0
2020-04-15 38.58 40.90 47.319 50.0716 -2.7526 0.0 0.0 -1.0
2020-05-05 50.00 48.41 48.410 47.2368 1.1732 1.0 1.0 0.0
2020-05-06 47.78 50.14 47.838 46.8120 1.0260 1.0 0.0 1.0
List the signal change and entry/exit points for BSX
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 41.42 41.28 40.954 40.0256 0.9284 1.0 1.0 0.0
2019-11-14 41.57 41.45 40.941 40.1692 0.7718 1.0 0.0 1.0
2020-01-15 42.57 42.81 44.878 44.8992 -0.0212 0.0 -1.0 0.0
2020-01-16 43.20 42.71 44.665 44.8668 -0.2018 0.0 0.0 -1.0
2020-04-08 35.13 33.99 32.041 31.3996 0.6414 1.0 1.0 0.0
2020-04-09 36.83 35.25 32.582 31.3744 1.2076 1.0 0.0 1.0
2020-05-19 35.43 36.39 36.378 36.3948 -0.0168 0.0 -1.0 0.0
2020-05-20 37.18 35.92 36.507 36.4904 0.0166 1.0 1.0 -1.0
2020-05-21 34.79 35.52 36.286 36.4640 -0.1780 0.0 -1.0 1.0
2020-05-22 35.91 35.57 36.059 36.3688 -0.3098 0.0 0.0 -1.0
2020-06-01 37.50 37.71 36.602 36.5768 0.0252 1.0 1.0 0.0
2020-06-02 37.54 37.62 36.714 36.5984 0.1156 1.0 0.0 1.0
List the signal change and entry/exit points for BYND
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-01-07 83.89 75.00 76.679 76.0908 0.5882 1.0 1.0 0.0
2020-01-08 81.48 86.00 77.053 76.1792 0.8738 1.0 0.0 1.0
2020-02-13 112.01 114.79 112.896 113.6008 -0.7048 0.0 -1.0 0.0
2020-02-14 116.22 113.00 113.476 114.6396 -1.1636 0.0 0.0 -1.0
2020-02-19 126.10 124.07 116.646 116.1484 0.4976 1.0 1.0 0.0
2020-02-20 120.58 126.08 117.687 116.2896 1.3974 1.0 0.0 1.0
2020-02-28 89.65 88.00 113.456 114.4020 -0.9460 0.0 -1.0 0.0
2020-03-02 96.10 95.00 111.444 113.4664 -2.0224 0.0 0.0 -1.0
2020-04-14 78.05 79.99 67.848 67.6664 0.1816 1.0 1.0 0.0
2020-04-15 74.70 76.71 68.658 67.0152 1.6428 1.0 0.0 1.0
List the signal change and entry/exit points for CAG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 28.31 27.61 27.641 27.5408 0.1002 1.0 1.0 0.0
2019-11-14 28.44 28.26 27.780 27.5444 0.2356 1.0 0.0 1.0
2019-12-18 29.05 29.32 28.848 28.8624 -0.0144 0.0 -1.0 0.0
2019-12-19 33.66 31.16 29.336 29.0764 0.2596 1.0 1.0 -1.0
2019-12-20 35.07 33.67 29.953 29.3416 0.6114 1.0 0.0 1.0
2020-01-21 32.76 32.81 32.273 32.4636 -0.1906 0.0 -1.0 0.0
2020-01-22 32.29 32.82 32.270 32.6200 -0.3500 0.0 0.0 -1.0
2020-02-05 32.67 32.14 32.772 32.6988 0.0732 1.0 1.0 0.0
2020-02-06 32.09 32.40 32.712 32.6128 0.0992 1.0 0.0 1.0
2020-02-13 32.58 32.54 32.474 32.5136 -0.0396 0.0 -1.0 0.0
2020-02-14 32.69 32.63 32.451 32.5328 -0.0818 0.0 0.0 -1.0
2020-04-01 29.76 28.34 27.383 27.3480 0.0350 1.0 1.0 0.0
2020-04-02 29.93 29.19 27.745 27.4904 0.2546 1.0 0.0 1.0
2020-05-14 33.83 34.11 33.559 33.6120 -0.0530 0.0 -1.0 0.0
2020-05-15 34.17 34.11 33.648 33.6804 -0.0324 0.0 0.0 -1.0
2020-06-04 33.31 33.62 33.646 33.5776 0.0684 1.0 1.0 0.0
2020-06-05 33.42 33.31 33.763 33.5768 0.1862 1.0 0.0 1.0
List the signal change and entry/exit points for CCI
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-09 135.88 135.18 133.921 133.5364 0.3846 1.0 1.0 0.0
2019-12-10 134.00 136.38 134.182 133.5164 0.6656 1.0 0.0 1.0
2020-03-09 150.28 152.98 156.867 158.3812 -1.5142 0.0 -1.0 0.0
2020-03-10 159.35 153.61 156.500 158.7876 -2.2876 0.0 0.0 -1.0
2020-04-08 157.36 148.00 145.405 143.4660 1.9390 1.0 1.0 0.0
2020-04-09 164.14 158.26 147.572 143.5420 4.0300 1.0 0.0 1.0
2020-05-08 157.70 157.32 158.013 158.5640 -0.5510 0.0 -1.0 0.0
2020-05-11 159.79 155.83 157.612 159.1308 -1.5188 0.0 0.0 -1.0
2020-05-29 172.16 168.12 158.209 157.7228 0.4862 1.0 1.0 0.0
2020-06-01 173.77 171.74 160.572 158.2092 2.3628 1.0 0.0 1.0
List the signal change and entry/exit points for CHGG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 36.05 35.29 33.280 32.6796 0.6004 1.0 1.0 0.0
2019-11-14 36.52 35.91 33.866 32.8808 0.9852 1.0 0.0 1.0
2020-02-13 39.90 39.74 41.891 41.9684 -0.0774 0.0 -1.0 0.0
2020-02-14 40.08 39.96 41.776 41.9520 -0.1760 0.0 0.0 -1.0
2020-04-07 35.13 35.67 35.163 34.9956 0.1674 1.0 1.0 0.0
2020-04-08 36.84 35.75 35.444 34.8776 0.5664 1.0 0.0 1.0
List the signal change and entry/exit points for CHWY
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-04 22.89 24.53 23.623 23.5984 0.0246 1.0 1.0 0.0
2019-12-05 24.33 23.89 23.736 23.5560 0.1800 1.0 0.0 1.0
2020-01-29 28.25 29.23 29.129 29.2216 -0.0926 0.0 -1.0 0.0
2020-01-30 28.62 28.17 28.941 29.2288 -0.2878 0.0 0.0 -1.0
2020-02-21 30.40 32.05 28.719 28.5304 0.1886 1.0 1.0 0.0
2020-02-24 30.84 28.80 29.015 28.5932 0.4218 1.0 0.0 1.0
2020-03-10 27.11 27.74 28.596 28.6172 -0.0212 0.0 -1.0 0.0
2020-03-11 25.46 26.72 28.068 28.5420 -0.4740 0.0 0.0 -1.0
2020-03-25 31.07 33.60 29.305 28.9776 0.3274 1.0 1.0 0.0
2020-03-26 33.81 30.89 30.409 29.1604 1.2486 1.0 0.0 1.0
2020-05-11 39.05 39.67 41.486 41.6656 -0.1796 0.0 -1.0 0.0
2020-05-12 40.36 39.66 41.106 41.9512 -0.8452 0.0 0.0 -1.0
2020-06-02 49.42 45.19 42.502 41.8596 0.6424 1.0 1.0 0.0
2020-06-03 48.22 48.66 43.319 42.0220 1.2970 1.0 0.0 1.0
List the signal change and entry/exit points for CL
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-29 67.82 67.81 67.160 67.0944 0.0656 1.0 1.0 0.0
2019-12-02 67.57 68.00 67.280 67.0608 0.2192 1.0 0.0 1.0
2020-03-02 72.44 68.51 73.434 73.8840 -0.4500 0.0 -1.0 0.0
2020-03-03 71.78 72.55 73.005 73.9512 -0.9462 0.0 0.0 -1.0
2020-04-08 70.22 69.64 67.312 66.8864 0.4256 1.0 1.0 0.0
2020-04-09 69.91 70.66 67.921 66.7892 1.1318 1.0 0.0 1.0
2020-05-06 67.84 69.39 70.057 70.2828 -0.2258 0.0 -1.0 0.0
2020-05-07 68.80 68.90 69.814 70.4128 -0.5988 0.0 0.0 -1.0
2020-05-28 72.09 71.60 69.907 69.7688 0.1382 1.0 1.0 0.0
2020-05-29 72.33 72.14 70.434 69.8128 0.6212 1.0 0.0 1.0
List the signal change and entry/exit points for CLX
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-04 150.30 147.23 147.546 147.2940 0.2520 1.0 1.0 0.0
2019-12-05 150.79 149.90 147.987 147.2936 0.6934 1.0 0.0 1.0
2020-04-02 179.70 173.79 172.991 174.0764 -1.0854 0.0 -1.0 0.0
2020-04-03 177.54 178.31 173.005 174.8012 -1.7962 0.0 0.0 -1.0
2020-04-08 181.04 182.88 176.985 176.0620 0.9230 1.0 1.0 0.0
2020-04-09 184.21 179.23 178.095 176.3964 1.6986 1.0 0.0 1.0
2020-06-05 197.57 202.81 202.569 202.8224 -0.2534 0.0 -1.0 0.0
List the signal change and entry/exit points for CMG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-26 815.84 799.05 771.961 766.7676 5.1934 1.0 1.0 0.0
2019-11-27 816.75 817.13 778.306 767.9100 10.3960 1.0 0.0 1.0
2020-02-28 773.58 734.50 874.850 876.3612 -1.5112 0.0 -1.0 0.0
2020-03-02 768.81 779.52 859.537 872.3252 -12.7882 0.0 0.0 -1.0
2020-04-06 689.99 632.30 645.455 636.0728 9.3822 1.0 1.0 0.0
2020-04-07 704.30 750.00 649.480 634.8020 14.6780 1.0 0.0 1.0
List the signal change and entry/exit points for CNC
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 55.35 54.80 53.225 49.6260 3.5990 1.0 1.0 0.0
2019-11-14 54.65 55.46 53.382 50.0484 3.3336 1.0 0.0 1.0
2019-12-20 61.93 61.24 59.677 59.8004 -0.1234 0.0 -1.0 0.0
2019-12-23 62.90 62.29 60.050 60.0140 0.0360 1.0 1.0 -1.0
2019-12-24 63.23 63.00 60.411 60.1688 0.2422 1.0 0.0 1.0
2020-02-06 64.35 65.81 64.208 64.2088 -0.0008 0.0 -1.0 0.0
2020-02-07 63.16 64.43 63.863 64.2600 -0.3970 0.0 0.0 -1.0
2020-02-19 67.37 66.72 65.169 64.8392 0.3298 1.0 1.0 0.0
2020-02-20 65.73 66.70 65.135 64.9416 0.1934 1.0 0.0 1.0
2020-02-25 55.95 59.78 64.163 64.4056 -0.2426 0.0 -1.0 0.0
2020-02-26 54.39 55.84 63.231 63.9616 -0.7306 0.0 0.0 -1.0
2020-04-07 60.15 62.41 57.016 56.2684 0.7476 1.0 1.0 0.0
2020-04-08 65.15 60.63 58.302 56.3760 1.9260 1.0 0.0 1.0
2020-05-11 67.54 65.39 66.263 66.9132 -0.6502 0.0 -1.0 0.0
2020-05-12 66.75 68.38 66.221 67.1784 -0.9574 0.0 0.0 -1.0
List the signal change and entry/exit points for COR
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-01-15 115.54 114.02 112.300 112.0904 0.2096 1.0 1.0 0.0
2020-01-16 117.37 115.80 112.951 112.2708 0.6802 1.0 0.0 1.0
2020-02-12 112.12 111.36 115.033 115.5256 -0.4926 0.0 -1.0 0.0
2020-02-13 113.14 112.23 114.572 115.6120 -1.0400 0.0 0.0 -1.0
2020-04-03 111.58 113.56 107.715 106.9820 0.7330 1.0 1.0 0.0
2020-04-06 115.89 113.79 109.959 107.2368 2.7222 1.0 0.0 1.0
2020-05-26 120.89 123.93 121.224 121.3052 -0.0812 0.0 -1.0 0.0
2020-05-27 124.61 121.94 121.606 121.6524 -0.0464 0.0 0.0 -1.0
2020-05-28 127.75 125.47 122.268 122.0104 0.2576 1.0 1.0 0.0
2020-05-29 124.82 124.39 122.712 122.2068 0.5052 1.0 0.0 1.0
List the signal change and entry/exit points for COST
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 302.90 300.180 300.284 299.3636 0.9204 1.0 1.0 0.0
2019-11-14 304.59 304.390 301.032 299.6616 1.3704 1.0 0.0 1.0
2019-12-03 295.67 295.130 299.631 300.3056 -0.6746 0.0 -1.0 0.0
2019-12-04 296.52 296.040 299.059 300.3320 -1.2730 0.0 0.0 -1.0
2020-01-13 299.87 296.920 294.666 294.5558 0.1102 1.0 1.0 0.0
2020-01-14 299.75 299.250 295.127 294.7480 0.3790 1.0 0.0 1.0
2020-03-02 309.14 294.440 309.869 310.3900 -0.5210 0.0 -1.0 0.0
2020-03-03 302.73 308.858 307.937 310.1212 -2.1842 0.0 0.0 -1.0
2020-04-13 299.62 298.580 295.751 294.7884 0.9626 1.0 1.0 0.0
2020-04-14 314.14 302.750 298.053 295.2748 2.7782 1.0 0.0 1.0
2020-05-08 305.94 305.900 305.798 306.5460 -0.7480 0.0 -1.0 0.0
2020-05-11 310.33 305.640 305.953 307.4132 -1.4602 0.0 0.0 -1.0
2020-06-01 308.29 307.900 305.383 305.1228 0.2602 1.0 1.0 0.0
2020-06-02 307.09 307.950 305.816 305.0552 0.7608 1.0 0.0 1.0
List the signal change and entry/exit points for COUP
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-19 147.46 144.82 136.501 134.5044 1.9966 1.0 1.0 0.0
2019-11-20 150.30 148.16 138.405 134.9040 3.5010 1.0 0.0 1.0
2019-12-17 140.49 143.72 145.832 146.3432 -0.5112 0.0 -1.0 0.0
2019-12-18 143.83 141.13 145.182 146.7748 -1.5928 0.0 0.0 -1.0
2020-01-02 153.57 149.55 148.516 148.1332 0.3828 1.0 1.0 0.0
2020-01-03 159.58 150.54 150.091 148.3740 1.7170 1.0 0.0 1.0
2020-02-05 158.64 170.54 163.726 165.0320 -1.3060 0.0 -1.0 0.0
2020-02-06 158.55 158.56 163.056 165.5240 -2.4680 0.0 0.0 -1.0
2020-02-21 163.31 167.23 165.206 164.9344 0.2716 1.0 1.0 0.0
2020-02-24 160.29 154.01 165.447 164.5868 0.8602 1.0 0.0 1.0
2020-02-28 149.75 147.26 162.618 162.6564 -0.0384 0.0 -1.0 0.0
2020-03-02 158.53 154.79 161.724 162.4496 -0.7256 0.0 0.0 -1.0
2020-03-30 150.52 147.63 140.281 140.0836 0.1974 1.0 1.0 0.0
2020-03-31 139.73 146.28 140.540 139.2768 1.2632 1.0 0.0 1.0
List the signal change and entry/exit points for CPB
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-20 48.28 48.23 47.132 47.0136 0.1184 1.0 1.0 0.0
2019-11-21 46.84 48.03 47.174 46.9688 0.2052 1.0 0.0 1.0
2020-01-13 47.72 47.73 48.271 48.3516 -0.0806 0.0 -1.0 0.0
2020-01-14 47.54 47.74 48.100 48.3432 -0.2432 0.0 0.0 -1.0
2020-01-29 48.34 48.87 48.476 48.4732 0.0028 1.0 1.0 0.0
2020-01-30 49.03 48.41 48.601 48.4700 0.1310 1.0 0.0 1.0
2020-02-19 47.79 48.15 48.464 48.4756 -0.0116 0.0 -1.0 0.0
2020-02-20 47.74 47.72 48.338 48.4836 -0.1456 0.0 0.0 -1.0
2020-03-06 51.76 51.83 48.680 48.5224 0.1576 1.0 1.0 0.0
2020-03-09 50.20 49.69 48.898 48.5948 0.3032 1.0 0.0 1.0
2020-03-24 43.50 43.93 48.028 48.4812 -0.4532 0.0 -1.0 0.0
2020-03-25 41.41 43.13 47.122 48.2260 -1.1040 0.0 0.0 -1.0
2020-04-14 50.07 49.50 47.595 47.3284 0.2666 1.0 1.0 0.0
2020-04-15 50.50 51.42 48.029 47.2980 0.7310 1.0 0.0 1.0
2020-05-26 47.36 48.45 50.302 50.5608 -0.2588 0.0 -1.0 0.0
2020-05-27 48.66 47.00 49.928 50.4896 -0.5616 0.0 0.0 -1.0
List the signal change and entry/exit points for CRM
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 162.60 163.05 159.876 153.3064 6.5696 1.0 1.0 0.0
2019-11-14 163.05 163.03 160.532 153.9720 6.5600 1.0 0.0 1.0
2019-12-06 158.01 158.10 160.669 161.1612 -0.4922 0.0 -1.0 0.0
2019-12-09 157.48 157.38 160.136 161.0708 -0.9348 0.0 0.0 -1.0
2019-12-24 163.25 163.31 161.605 161.1064 0.4986 1.0 1.0 0.0
2019-12-26 164.51 163.40 162.417 161.1284 1.2886 1.0 0.0 1.0
2020-02-28 170.40 164.99 184.540 185.1540 -0.6140 0.0 -1.0 0.0
2020-03-02 176.76 172.20 183.221 184.9400 -1.7190 0.0 0.0 -1.0
2020-04-13 152.50 154.12 144.731 144.6208 0.1102 1.0 1.0 0.0
2020-04-14 157.71 155.71 145.517 144.8808 0.6362 1.0 0.0 1.0
List the signal change and entry/exit points for CRWD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-18 57.07 60.00 50.404 49.8974 0.5066 1.0 1.0 0.0
2019-11-19 56.00 57.45 51.134 49.9290 1.2050 1.0 0.0 1.0
2019-12-12 47.30 47.95 52.078 52.5940 -0.5160 0.0 -1.0 0.0
2019-12-13 49.41 47.50 51.219 52.7504 -1.5314 0.0 0.0 -1.0
2020-01-08 55.66 54.20 51.231 50.5712 0.6598 1.0 1.0 0.0
2020-01-09 55.94 56.95 52.050 50.5140 1.5360 1.0 0.0 1.0
2020-02-28 59.64 55.60 61.265 61.6976 -0.4326 0.0 -1.0 0.0
2020-03-02 59.13 60.20 60.693 61.6928 -0.9998 0.0 0.0 -1.0
2020-03-30 57.72 58.81 50.710 50.6804 0.0296 1.0 1.0 0.0
2020-03-31 55.68 57.03 52.477 50.5980 1.8790 1.0 0.0 1.0
List the signal change and entry/exit points for CTXS
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 111.94 111.05 110.155 105.7576 4.3974 1.0 1.0 0.0
2019-11-14 111.39 111.46 110.408 106.3348 4.0732 1.0 0.0 1.0
2019-12-10 109.68 110.22 111.571 111.7368 -0.1658 0.0 -1.0 0.0
2019-12-11 109.45 109.96 111.119 111.7632 -0.6442 0.0 0.0 -1.0
2020-01-06 113.01 111.32 111.170 111.0408 0.1292 1.0 1.0 0.0
2020-01-07 112.41 112.51 111.305 111.0248 0.2802 1.0 0.0 1.0
2020-02-20 119.57 122.14 121.915 122.0204 -0.1054 0.0 -1.0 0.0
2020-02-21 116.08 119.01 121.300 122.0512 -0.7512 0.0 0.0 -1.0
2020-03-17 127.46 113.76 114.696 114.6396 0.0564 1.0 1.0 0.0
2020-03-18 130.50 122.64 116.733 114.9948 1.7382 1.0 0.0 1.0
2020-05-06 147.72 147.70 144.446 145.0168 -0.5708 0.0 -1.0 0.0
2020-05-07 150.68 149.03 145.358 145.4784 -0.1204 0.0 0.0 -1.0
2020-05-08 150.98 151.59 145.852 145.8168 0.0352 1.0 1.0 0.0
2020-05-11 154.02 151.89 146.506 146.3244 0.1816 1.0 0.0 1.0
2020-05-20 137.44 138.04 145.631 146.0296 -0.3986 0.0 -1.0 0.0
2020-05-21 136.73 137.81 144.236 145.4764 -1.2404 0.0 0.0 -1.0
List the signal change and entry/exit points for D
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-25 83.23 83.55 82.162 81.9208 0.2412 1.0 1.0 0.0
2019-11-26 83.46 83.35 82.536 81.9464 0.5896 1.0 0.0 1.0
2019-12-11 80.90 80.48 81.548 81.6684 -0.1204 0.0 -1.0 0.0
2019-12-12 80.69 80.79 81.309 81.6584 -0.3494 0.0 0.0 -1.0
2019-12-31 82.82 82.27 81.828 81.7464 0.0816 1.0 1.0 0.0
2020-01-02 81.96 82.88 81.868 81.6956 0.1724 1.0 0.0 1.0
2020-03-04 89.03 84.23 85.904 85.9268 -0.0228 0.0 -1.0 0.0
2020-03-05 87.17 87.37 85.696 85.9980 -0.3020 0.0 0.0 -1.0
2020-04-13 79.53 80.60 74.643 73.8360 0.8070 1.0 1.0 0.0
2020-04-14 82.02 81.60 75.164 73.8636 1.3004 1.0 0.0 1.0
2020-05-08 78.40 78.72 77.717 77.7716 -0.0546 0.0 -1.0 0.0
2020-05-11 79.24 77.70 77.789 78.1592 -0.3702 0.0 0.0 -1.0
2020-05-18 79.85 79.99 78.707 78.5100 0.1970 1.0 1.0 0.0
2020-05-19 78.83 79.44 78.796 78.3824 0.4136 1.0 0.0 1.0
List the signal change and entry/exit points for DDOG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 40.19 38.82 34.226 33.3800 0.8460 1.0 1.0 0.0
2019-11-14 41.37 40.18 35.004 33.6108 1.3932 1.0 0.0 1.0
2019-12-11 35.55 34.81 37.421 37.7524 -0.3314 0.0 -1.0 0.0
2019-12-12 35.73 35.45 36.808 37.8592 -1.0512 0.0 0.0 -1.0
2020-01-06 39.90 37.51 37.640 37.4220 0.2180 1.0 1.0 0.0
2020-01-07 40.06 39.95 37.795 37.3936 0.4014 1.0 0.0 1.0
2020-02-28 45.15 43.80 45.730 45.8410 -0.1110 0.0 -1.0 0.0
2020-03-02 44.79 45.00 45.506 45.9506 -0.4446 0.0 0.0 -1.0
2020-04-09 36.95 37.00 35.573 35.0844 0.4886 1.0 1.0 0.0
2020-04-13 37.87 37.69 35.905 34.8544 1.0506 1.0 0.0 1.0
List the signal change and entry/exit points for DG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-31 155.98 157.17 156.089 155.7116 0.3774 1.0 1.0 0.0
2020-01-02 156.54 156.95 156.225 155.5764 0.6486 1.0 0.0 1.0
2020-01-09 152.58 151.80 154.810 154.9500 -0.1400 0.0 -1.0 0.0
2020-01-10 153.22 153.17 154.601 154.9368 -0.3358 0.0 0.0 -1.0
2020-01-23 155.14 153.85 155.793 155.5620 0.2310 1.0 1.0 0.0
2020-01-24 154.34 154.92 155.969 155.5284 0.4406 1.0 0.0 1.0
2020-02-04 155.99 155.91 155.341 155.4104 -0.0694 0.0 -1.0 0.0
2020-02-05 157.26 156.60 155.617 155.4068 0.2102 1.0 1.0 -1.0
2020-02-06 155.47 157.76 155.650 155.3864 0.2636 1.0 0.0 1.0
2020-03-09 159.28 150.79 158.345 158.9184 -0.5734 0.0 -1.0 0.0
2020-03-10 166.25 162.63 158.820 159.3776 -0.5576 0.0 0.0 -1.0
2020-04-07 169.18 168.67 153.554 151.4676 2.0864 1.0 1.0 0.0
2020-04-08 169.22 169.74 156.753 151.8300 4.9230 1.0 0.0 1.0
List the signal change and entry/exit points for DHR
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-19 143.60 140.16 137.467 137.1488 0.3182 1.0 1.0 0.0
2019-11-20 142.96 143.07 138.277 137.3716 0.9054 1.0 0.0 1.0
2020-02-24 156.82 155.30 162.674 162.9892 -0.3152 0.0 -1.0 0.0
2020-02-25 151.65 157.73 161.540 162.5328 -0.9928 0.0 0.0 -1.0
2020-04-07 138.30 145.28 136.631 136.0736 0.5574 1.0 1.0 0.0
2020-04-08 145.13 141.83 138.212 135.6396 2.5724 1.0 0.0 1.0
2020-05-20 158.99 160.79 161.264 161.3272 -0.0632 0.0 -1.0 0.0
2020-05-21 157.66 158.17 160.682 161.4388 -0.7568 0.0 0.0 -1.0
2020-06-03 169.64 167.90 162.683 162.3692 0.3138 1.0 1.0 0.0
2020-06-04 168.79 169.00 163.663 162.5220 1.1410 1.0 0.0 1.0
List the signal change and entry/exit points for DOCU
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 67.82 66.69 66.782 66.2308 0.5512 1.0 1.0 0.0
2019-11-14 67.75 68.00 66.938 66.2552 0.6828 1.0 0.0 1.0
2020-01-21 73.13 72.35 74.086 74.1420 -0.0560 0.0 -1.0 0.0
2020-01-22 74.42 73.70 74.004 74.1700 -0.1660 0.0 0.0 -1.0
2020-01-31 78.51 78.83 75.083 74.7828 0.3002 1.0 1.0 0.0
2020-02-03 80.63 79.10 75.893 75.0304 0.8626 1.0 0.0 1.0
2020-03-09 77.63 77.18 84.973 85.6036 -0.6306 0.0 -1.0 0.0
2020-03-10 79.82 80.00 84.649 85.5712 -0.9222 0.0 0.0 -1.0
2020-03-31 92.40 88.08 82.883 81.5828 1.3002 1.0 1.0 0.0
2020-04-01 92.09 90.82 84.431 81.9232 2.5078 1.0 0.0 1.0
List the signal change and entry/exit points for DPZ
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 279.40 276.99 276.561 266.6224 9.9386 1.0 1.0 0.0
2019-11-14 278.66 278.69 277.265 267.5780 9.6870 1.0 0.0 1.0
2020-01-14 285.12 284.03 290.532 290.8024 -0.2704 0.0 -1.0 0.0
2020-01-15 288.57 284.97 290.011 290.8904 -0.8794 0.0 0.0 -1.0
2020-02-19 297.10 297.99 283.507 283.5028 0.0042 1.0 1.0 0.0
2020-02-20 373.16 362.03 293.022 287.0244 5.9976 1.0 0.0 1.0
2020-03-17 298.74 291.64 324.341 327.5388 -3.1978 0.0 -1.0 0.0
2020-03-18 290.00 296.54 319.152 328.1088 -8.9568 0.0 0.0 -1.0
2020-04-01 333.77 312.01 329.381 328.0612 1.3198 1.0 1.0 0.0
2020-04-02 333.45 330.22 330.412 327.4848 2.9272 1.0 0.0 1.0
List the signal change and entry/exit points for DXCM
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 202.90 204.22 178.426 163.4088 15.0172 1.0 1.0 0.0
2019-11-14 202.81 204.81 183.283 165.3428 17.9402 1.0 0.0 1.0
2019-12-17 217.33 213.24 216.520 217.4820 -0.9620 0.0 -1.0 0.0
2019-12-18 218.65 216.83 215.467 217.9824 -2.5154 0.0 0.0 -1.0
2020-01-07 231.45 225.01 219.667 218.5140 1.1530 1.0 1.0 0.0
2020-01-08 233.23 230.78 221.351 218.8864 2.4646 1.0 0.0 1.0
2020-03-13 244.02 256.32 270.579 272.7260 -2.1470 0.0 -1.0 0.0
2020-03-16 202.30 215.00 262.236 271.2092 -8.9732 0.0 0.0 -1.0
2020-04-03 260.75 263.62 252.822 249.6780 3.1440 1.0 1.0 0.0
2020-04-06 269.31 272.37 258.723 249.0212 9.7018 1.0 0.0 1.0
2020-06-03 365.86 374.00 380.645 384.0384 -3.3934 0.0 -1.0 0.0
2020-06-04 344.85 363.66 375.134 384.0136 -8.8796 0.0 0.0 -1.0
List the signal change and entry/exit points for EA
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 96.00 96.62 97.100 96.0328 1.0672 1.0 1.0 0.0
2019-11-14 97.54 96.20 97.214 96.2332 0.9808 1.0 0.0 1.0
2020-02-06 110.00 108.80 109.649 109.9128 -0.2638 0.0 -1.0 0.0
2020-02-07 109.09 109.17 109.325 109.9828 -0.6578 0.0 0.0 -1.0
2020-04-07 106.32 107.13 99.755 98.5688 1.1862 1.0 1.0 0.0
2020-04-08 106.80 106.95 101.471 98.3676 3.1034 1.0 0.0 1.0
List the signal change and entry/exit points for EBAY
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-04 34.97 34.81 35.2510 35.2256 0.0254 1.0 1.0 0.0
2019-12-05 34.79 34.94 35.2440 35.1828 0.0612 1.0 0.0 1.0
2019-12-10 34.72 34.67 35.0680 35.1124 -0.0444 0.0 -1.0 0.0
2019-12-11 34.92 34.70 34.9850 35.0900 -0.1050 0.0 0.0 -1.0
2019-12-19 36.04 35.52 35.2835 35.2210 0.0625 1.0 1.0 0.0
2019-12-20 36.19 36.02 35.4165 35.2702 0.1463 1.0 0.0 1.0
2020-01-14 35.35 34.67 35.5515 35.6086 -0.0571 0.0 -1.0 0.0
2020-01-15 35.33 35.43 35.4735 35.6390 -0.1655 0.0 0.0 -1.0
2020-02-06 38.00 37.73 35.7175 35.6348 0.0827 1.0 1.0 0.0
2020-02-07 36.20 35.83 35.8015 35.6308 0.1707 1.0 0.0 1.0
2020-03-06 36.39 35.71 36.4870 36.7112 -0.2242 0.0 -1.0 0.0
2020-03-09 35.52 34.02 36.3130 36.7896 -0.4766 0.0 0.0 -1.0
2020-04-14 35.74 35.45 31.7580 31.3352 0.4228 1.0 1.0 0.0
2020-04-15 36.19 35.31 32.3710 31.3412 1.0298 1.0 0.0 1.0
List the signal change and entry/exit points for EBS
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 54.71 54.75 56.215 55.0604 1.1546 1.0 1.0 0.0
2019-11-14 54.35 55.00 55.934 55.1344 0.7996 1.0 0.0 1.0
2019-11-18 54.35 54.54 55.289 55.2992 -0.0102 0.0 -1.0 0.0
2019-11-19 54.11 54.61 54.886 55.2944 -0.4084 0.0 0.0 -1.0
2019-12-31 53.95 54.05 54.065 53.9180 0.1470 1.0 1.0 0.0
2020-01-02 54.00 54.27 54.197 53.8960 0.3010 1.0 0.0 1.0
2020-03-04 61.22 58.62 60.036 60.4208 -0.3848 0.0 -1.0 0.0
2020-03-05 60.83 57.57 59.661 60.6096 -0.9486 0.0 0.0 -1.0
2020-04-07 59.18 63.48 56.518 56.5176 0.0004 1.0 1.0 0.0
2020-04-08 61.93 60.22 57.239 56.5460 0.6930 1.0 0.0 1.0
List the signal change and entry/exit points for EQIX
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-25 553.85 559.610 553.062 552.8464 0.2156 1.0 1.0 0.0
2019-11-26 554.68 553.220 555.406 552.2364 3.1696 1.0 0.0 1.0
2020-03-06 608.67 599.590 617.922 620.6486 -2.7266 0.0 -1.0 0.0
2020-03-09 574.06 571.000 611.104 620.0218 -8.9178 0.0 0.0 -1.0
2020-04-03 624.69 626.310 588.654 588.2816 0.3724 1.0 1.0 0.0
2020-04-06 652.22 639.780 604.962 589.6152 15.3468 1.0 0.0 1.0
2020-05-12 663.65 668.505 676.707 677.0112 -0.3042 0.0 -1.0 0.0
2020-05-13 678.80 663.480 676.655 679.2184 -2.5634 0.0 0.0 -1.0
2020-06-02 696.69 718.330 675.142 674.4540 0.6880 1.0 1.0 0.0
2020-06-03 688.99 691.690 679.028 674.6632 4.3648 1.0 0.0 1.0
List the signal change and entry/exit points for ETSY
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-05 41.07 40.47 42.6245 42.4188 0.2057 1.0 1.0 0.0
2019-12-06 41.23 41.28 42.5995 42.2884 0.3111 1.0 0.0 1.0
2019-12-13 42.29 43.10 41.7160 41.8430 -0.1270 0.0 -1.0 0.0
2019-12-16 43.10 42.49 41.7140 41.8874 -0.1734 0.0 0.0 -1.0
2019-12-20 44.06 44.21 42.3460 42.2570 0.0890 1.0 1.0 0.0
2019-12-23 44.78 44.31 42.7080 42.3682 0.3398 1.0 0.0 1.0
2020-03-17 42.12 42.28 52.8760 53.4792 -0.6032 0.0 -1.0 0.0
2020-03-18 39.25 39.63 50.5550 53.0268 -2.4718 0.0 0.0 -1.0
2020-04-13 55.44 53.43 43.9780 43.2760 0.7020 1.0 1.0 0.0
2020-04-14 57.66 55.76 45.8770 43.2424 2.6346 1.0 0.0 1.0
List the signal change and entry/exit points for EVBG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 84.60 83.05 76.801 73.0372 3.7638 1.0 1.0 0.0
2019-11-14 83.82 84.75 78.232 73.6948 4.5372 1.0 0.0 1.0
2019-12-13 80.26 80.56 83.353 84.0048 -0.6518 0.0 -1.0 0.0
2019-12-16 78.71 81.08 82.661 84.0312 -1.3702 0.0 0.0 -1.0
2020-01-10 83.67 84.16 81.228 81.0656 0.1624 1.0 1.0 0.0
2020-01-13 84.96 83.82 81.803 81.0816 0.7214 1.0 0.0 1.0
2020-04-07 97.85 107.11 106.633 108.5236 -1.8906 0.0 -1.0 0.0
2020-04-08 100.69 98.85 105.635 108.1792 -2.5442 0.0 0.0 -1.0
2020-04-21 117.31 123.00 109.837 109.6176 0.2194 1.0 1.0 0.0
2020-04-22 122.05 118.50 112.257 109.8372 2.4198 1.0 0.0 1.0
2020-06-04 130.25 141.50 141.812 141.9456 -0.1336 0.0 -1.0 0.0
2020-06-05 123.89 130.30 139.780 142.4460 -2.6660 0.0 0.0 -1.0
List the signal change and entry/exit points for GILD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-25 67.22 65.55 64.891 64.7744 0.1166 1.0 1.0 0.0
2019-11-26 67.28 66.68 65.187 64.8312 0.3558 1.0 0.0 1.0
2019-12-26 66.39 66.71 66.340 66.4748 -0.1348 0.0 -1.0 0.0
2019-12-27 65.95 66.38 66.172 66.5176 -0.3456 0.0 0.0 -1.0
2020-02-05 65.87 66.22 64.644 64.5604 0.0836 1.0 1.0 0.0
2020-02-06 68.21 67.29 65.071 64.6896 0.3814 1.0 0.0 1.0
2020-03-25 69.66 73.87 73.021 73.1264 -0.1054 0.0 -1.0 0.0
2020-03-26 73.86 69.90 73.549 73.4008 0.1482 1.0 1.0 -1.0
2020-03-27 72.85 73.71 73.759 73.5268 0.2322 1.0 0.0 1.0
2020-04-02 76.98 71.81 73.638 73.9196 -0.2816 0.0 -1.0 0.0
2020-04-03 78.21 77.41 74.133 74.2736 -0.1406 0.0 0.0 -1.0
2020-04-06 77.73 79.24 74.645 74.3668 0.2782 1.0 1.0 0.0
2020-04-07 74.67 77.30 74.716 74.3852 0.3308 1.0 0.0 1.0
2020-05-14 77.23 76.55 78.495 78.8352 -0.3402 0.0 -1.0 0.0
2020-05-15 76.26 76.47 78.126 78.9452 -0.8192 0.0 0.0 -1.0
List the signal change and entry/exit points for GIS
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-14 52.53 52.86 52.095 51.9804 0.1146 1.0 1.0 0.0
2019-11-15 52.56 52.51 52.233 51.9088 0.3242 1.0 0.0 1.0
2019-12-16 52.38 51.82 52.778 52.8196 -0.0416 0.0 -1.0 0.0
2019-12-17 52.17 52.21 52.630 52.8120 -0.1820 0.0 0.0 -1.0
2019-12-31 53.56 52.75 52.944 52.9408 0.0032 1.0 1.0 0.0
2020-01-02 52.13 53.63 52.940 52.9172 0.0228 1.0 0.0 1.0
2020-01-03 51.94 52.23 52.816 52.8628 -0.0468 0.0 -1.0 0.0
2020-01-06 52.59 52.08 52.755 52.8272 -0.0722 0.0 0.0 -1.0
2020-01-16 53.72 53.53 52.752 52.6524 0.0996 1.0 1.0 0.0
2020-01-17 53.85 53.91 52.943 52.7432 0.1998 1.0 0.0 1.0
2020-02-06 51.71 52.32 52.873 52.9916 -0.1186 0.0 -1.0 0.0
2020-02-07 51.90 51.77 52.692 52.9824 -0.2904 0.0 0.0 -1.0
2020-02-24 53.72 53.32 53.290 53.1976 0.0924 1.0 1.0 0.0
2020-02-25 52.53 53.68 53.307 53.1448 0.1622 1.0 0.0 1.0
2020-02-28 49.00 48.87 52.567 52.6936 -0.1266 0.0 -1.0 0.0
2020-03-02 51.41 49.21 52.377 52.6016 -0.2246 0.0 0.0 -1.0
2020-03-13 53.48 52.95 53.088 52.7796 0.3084 1.0 1.0 0.0
2020-03-16 53.38 49.40 53.285 52.8388 0.4462 1.0 0.0 1.0
2020-03-25 47.65 48.12 52.449 52.6988 -0.2498 0.0 -1.0 0.0
2020-03-26 50.00 47.81 52.449 52.5336 -0.0846 0.0 0.0 -1.0
2020-04-07 56.44 57.90 53.519 53.4548 0.0642 1.0 1.0 0.0
2020-04-08 55.73 56.09 54.327 53.5172 0.8098 1.0 0.0 1.0
List the signal change and entry/exit points for GOLD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-29 16.80 16.77 16.742 16.7392 0.0028 1.0 1.0 0.0
2019-12-02 16.89 16.76 16.774 16.7268 0.0472 1.0 0.0 1.0
2020-01-17 17.95 18.13 17.908 17.9672 -0.0592 0.0 -1.0 0.0
2020-01-21 18.35 17.96 17.904 17.9988 -0.0948 0.0 0.0 -1.0
2020-01-28 18.00 18.40 18.190 18.1596 0.0304 1.0 1.0 0.0
2020-01-29 18.37 18.09 18.271 18.1964 0.0746 1.0 0.0 1.0
2020-03-12 16.88 16.97 19.793 19.8536 -0.0606 0.0 -1.0 0.0
2020-03-13 15.67 17.45 19.456 19.7464 -0.2904 0.0 0.0 -1.0
2020-04-02 19.85 19.10 18.657 18.6468 0.0102 1.0 1.0 0.0
2020-04-03 19.95 19.74 19.064 18.6832 0.3808 1.0 0.0 1.0
2020-05-26 24.73 25.90 26.720 26.7292 -0.0092 0.0 -1.0 0.0
2020-05-27 23.92 23.45 26.508 26.6932 -0.1852 0.0 0.0 -1.0
List the signal change and entry/exit points for GOOG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 1298.00 1294.07 1292.527 1265.5940 26.9330 1.0 1.0 0.0
2019-11-14 1311.46 1297.50 1297.662 1269.7056 27.9564 1.0 0.0 1.0
2020-02-27 1318.09 1362.06 1460.633 1466.6916 -6.0586 0.0 -1.0 0.0
2020-02-28 1339.33 1277.50 1443.100 1460.7988 -17.6988 0.0 0.0 -1.0
2020-04-09 1211.45 1224.08 1153.984 1153.1244 0.8596 1.0 1.0 0.0
2020-04-13 1217.56 1209.18 1164.669 1149.8904 14.7786 1.0 0.0 1.0
List the signal change and entry/exit points for GSK
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 44.66 44.65 44.680 43.7524 0.9276 1.0 1.0 0.0
2019-11-14 43.85 43.80 44.485 43.8164 0.6686 1.0 0.0 1.0
2019-11-22 44.01 44.13 44.217 44.2556 -0.0386 0.0 -1.0 0.0
2019-11-25 44.48 44.49 44.239 44.3308 -0.0918 0.0 0.0 -1.0
2019-12-03 44.65 44.22 44.626 44.6224 0.0036 1.0 1.0 0.0
2019-12-04 45.07 44.51 44.683 44.6416 0.0414 1.0 0.0 1.0
2020-01-16 47.16 47.06 46.780 46.7868 -0.0068 0.0 -1.0 0.0
2020-01-17 47.89 48.15 46.921 46.8508 0.0702 1.0 1.0 -1.0
2020-01-21 47.50 47.66 47.021 46.9136 0.1074 1.0 0.0 1.0
2020-02-05 45.07 46.01 46.822 46.9244 -0.1024 0.0 -1.0 0.0
2020-02-06 44.14 44.07 46.454 46.8104 -0.3564 0.0 0.0 -1.0
2020-04-08 38.08 37.78 37.476 37.1508 0.3252 1.0 1.0 0.0
2020-04-09 38.88 39.17 37.639 37.0024 0.6366 1.0 0.0 1.0
2020-05-19 40.93 41.26 41.700 41.7688 -0.0688 0.0 -1.0 0.0
2020-05-20 41.31 41.87 41.592 41.8284 -0.2364 0.0 0.0 -1.0
List the signal change and entry/exit points for HD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-26 220.82 220.74 217.948 217.4820 0.4660 1.0 1.0 0.0
2019-12-27 219.97 221.20 218.741 217.4448 1.2962 1.0 0.0 1.0
2020-03-02 229.94 219.98 236.481 236.6716 -0.1906 0.0 -1.0 0.0
2020-03-03 227.94 230.03 234.881 236.5416 -1.6606 0.0 0.0 -1.0
2020-04-09 201.53 199.80 189.197 187.8952 1.3018 1.0 1.0 0.0
2020-04-13 198.79 200.45 190.021 186.7064 3.3146 1.0 0.0 1.0
List the signal change and entry/exit points for HRL
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 42.15 41.83 41.620 41.1540 0.4660 1.0 1.0 0.0
2019-11-14 42.23 42.22 41.754 41.1764 0.5776 1.0 0.0 1.0
2019-12-31 45.11 44.96 45.000 45.0164 -0.0164 0.0 -1.0 0.0
2020-01-02 44.31 45.14 44.981 45.0784 -0.0974 0.0 0.0 -1.0
2020-01-17 46.30 46.10 45.176 45.0176 0.1584 1.0 1.0 0.0
2020-01-21 46.95 46.34 45.444 45.0816 0.3624 1.0 0.0 1.0
2020-02-25 44.72 44.70 46.856 47.0524 -0.1964 0.0 -1.0 0.0
2020-02-26 43.94 44.94 46.502 46.9320 -0.4300 0.0 0.0 -1.0
2020-03-24 44.85 42.49 44.368 44.2372 0.1308 1.0 1.0 0.0
2020-03-25 41.94 44.01 44.335 43.9772 0.3578 1.0 0.0 1.0
2020-05-01 46.60 46.65 47.652 47.7428 -0.0908 0.0 -1.0 0.0
2020-05-04 46.46 46.55 47.306 47.8028 -0.4968 0.0 0.0 -1.0
2020-05-21 46.01 47.89 47.697 47.5932 0.1038 1.0 1.0 0.0
2020-05-22 46.93 45.48 47.666 47.4500 0.2160 1.0 0.0 1.0
List the signal change and entry/exit points for JNJ
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 131.27 131.04 131.388 130.83936 0.54864 1.0 1.0 0.0
2019-11-14 130.96 131.03 131.280 130.91536 0.36464 1.0 0.0 1.0
2020-02-24 145.91 146.50 149.745 150.00760 -0.26260 0.0 -1.0 0.0
2020-02-25 144.65 145.99 149.024 149.82680 -0.80280 0.0 0.0 -1.0
2020-04-08 143.26 137.75 133.050 131.17840 1.87160 1.0 1.0 0.0
2020-04-09 141.23 144.01 134.516 131.14720 3.36880 1.0 0.0 1.0
2020-05-13 147.13 146.08 148.385 148.96480 -0.57980 0.0 -1.0 0.0
2020-05-14 147.64 145.39 148.145 149.14000 -0.99500 0.0 0.0 -1.0
List the signal change and entry/exit points for K
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 64.41 64.09 63.827 62.7888 1.0382 1.0 1.0 0.0
2019-11-14 64.05 64.54 63.879 62.8560 1.0230 1.0 0.0 1.0
2020-02-04 68.68 69.17 69.109 69.2368 -0.1278 0.0 -1.0 0.0
2020-02-05 69.36 68.82 69.019 69.2600 -0.2410 0.0 0.0 -1.0
2020-04-09 62.74 60.98 61.662 61.2556 0.4064 1.0 1.0 0.0
2020-04-13 62.80 62.44 61.995 61.2400 0.7550 1.0 0.0 1.0
2020-05-12 63.53 63.56 63.942 64.0240 -0.0820 0.0 -1.0 0.0
2020-05-13 64.17 63.57 63.869 64.0888 -0.2198 0.0 0.0 -1.0
2020-06-03 65.43 67.17 64.118 63.9468 0.1712 1.0 1.0 0.0
2020-06-04 64.71 65.22 64.341 63.9392 0.4018 1.0 0.0 1.0
List the signal change and entry/exit points for KR
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 27.06 27.05 26.400 25.2892 1.1108 1.0 1.0 0.0
2019-11-14 26.91 27.02 26.627 25.4120 1.2150 1.0 0.0 1.0
2020-01-15 28.29 28.76 28.552 28.5796 -0.0276 0.0 -1.0 0.0
2020-01-16 28.08 28.34 28.494 28.5880 -0.0940 0.0 0.0 -1.0
2020-02-18 29.71 29.80 28.332 28.1604 0.1716 1.0 1.0 0.0
2020-02-19 29.54 29.97 28.547 28.2052 0.3418 1.0 0.0 1.0
2020-04-01 30.50 30.30 30.352 30.7112 -0.3592 0.0 -1.0 0.0
2020-04-02 31.60 30.23 30.094 30.8408 -0.7468 0.0 0.0 -1.0
2020-04-13 31.33 31.20 31.206 31.1036 0.1024 1.0 1.0 0.0
2020-04-14 32.09 32.05 31.450 31.1372 0.3128 1.0 0.0 1.0
2020-05-26 31.37 32.07 32.512 32.5616 -0.0496 0.0 -1.0 0.0
2020-05-27 33.28 31.47 32.485 32.6060 -0.1210 0.0 0.0 -1.0
List the signal change and entry/exit points for LLY
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 112.79 112.87 112.970 110.7280 2.2420 1.0 1.0 0.0
2019-11-14 111.39 112.26 112.714 110.9068 1.8072 1.0 0.0 1.0
2020-02-25 135.41 138.94 141.012 141.7472 -0.7352 0.0 -1.0 0.0
2020-02-26 133.53 136.03 139.940 141.4520 -1.5120 0.0 0.0 -1.0
2020-03-17 143.20 133.21 137.689 137.5604 0.1286 1.0 1.0 0.0
2020-03-18 143.09 136.34 137.960 137.5140 0.4460 1.0 0.0 1.0
2020-03-20 122.40 132.16 135.348 136.3212 -0.9732 0.0 -1.0 0.0
2020-03-23 119.05 120.95 133.681 135.4384 -1.7574 0.0 0.0 -1.0
2020-04-06 141.61 142.27 135.032 135.0060 0.0260 1.0 1.0 0.0
2020-04-07 141.88 143.13 136.931 135.4688 1.4622 1.0 0.0 1.0
2020-05-20 153.13 155.27 156.608 156.7200 -0.1120 0.0 -1.0 0.0
2020-05-21 152.28 153.15 156.539 156.6220 -0.0830 0.0 0.0 -1.0
List the signal change and entry/exit points for LOGI
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 41.75 41.75 41.481 41.1548 0.3262 1.0 1.0 0.0
2019-11-14 41.37 41.29 41.543 41.1916 0.3514 1.0 0.0 1.0
2020-01-30 46.00 45.81 47.272 47.3020 -0.0300 0.0 -1.0 0.0
2020-01-31 44.63 45.37 47.039 47.2152 -0.1762 0.0 0.0 -1.0
2020-03-26 42.50 41.08 39.639 39.3860 0.2530 1.0 1.0 0.0
2020-03-27 41.12 41.35 40.066 39.3324 0.7336 1.0 0.0 1.0
List the signal change and entry/exit points for LVGO
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 26.71 25.45 23.939 21.8540 2.0850 1.0 1.0 0.0
2019-11-14 25.36 26.76 24.316 22.1140 2.2020 1.0 0.0 1.0
2019-12-13 25.90 27.13 27.011 27.1304 -0.1194 0.0 -1.0 0.0
2019-12-16 26.56 26.41 26.899 27.1828 -0.2838 0.0 0.0 -1.0
2020-01-14 30.82 28.82 26.488 26.2604 0.2276 1.0 1.0 0.0
2020-01-15 30.90 31.00 27.072 26.3992 0.6728 1.0 0.0 1.0
2020-02-03 23.96 23.96 26.157 26.5934 -0.4364 0.0 -1.0 0.0
2020-02-04 24.57 24.00 25.724 26.6066 -0.8826 0.0 0.0 -1.0
2020-02-21 27.82 28.25 26.852 26.5940 0.2580 1.0 1.0 0.0
2020-02-24 27.13 26.35 27.025 26.4906 0.5344 1.0 0.0 1.0
2020-03-09 24.54 24.99 26.062 26.2330 -0.1710 0.0 -1.0 0.0
2020-03-10 27.24 25.50 26.259 26.3642 -0.1052 0.0 0.0 -1.0
2020-04-03 29.05 27.75 25.351 24.9856 0.3654 1.0 1.0 0.0
2020-04-06 30.09 30.15 26.244 25.1212 1.1228 1.0 0.0 1.0
List the signal change and entry/exit points for MASI
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-19 153.22 151.07 146.070 145.6268 0.4432 1.0 1.0 0.0
2019-11-20 155.43 153.15 147.532 146.0044 1.5276 1.0 0.0 1.0
2020-03-02 178.06 165.80 174.199 175.1024 -0.9034 0.0 -1.0 0.0
2020-03-03 171.20 177.86 173.170 175.2416 -2.0716 0.0 0.0 -1.0
2020-03-13 186.78 179.42 179.476 177.7168 1.7592 1.0 1.0 0.0
2020-03-16 174.19 174.84 179.089 177.6704 1.4186 1.0 0.0 1.0
2020-03-19 164.39 159.40 175.723 175.9552 -0.2322 0.0 -1.0 0.0
2020-03-20 155.10 165.00 173.233 174.8008 -1.5678 0.0 0.0 -1.0
2020-04-06 185.13 184.00 175.456 173.8960 1.5600 1.0 1.0 0.0
2020-04-07 183.26 187.11 178.242 174.3784 3.8636 1.0 0.0 1.0
2020-06-04 218.61 225.37 234.036 236.5784 -2.5424 0.0 -1.0 0.0
2020-06-05 220.24 216.09 231.798 236.8316 -5.0336 0.0 0.0 -1.0
List the signal change and entry/exit points for MDLZ
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-22 51.80 52.31 52.436 52.3992 0.0368 1.0 1.0 0.0
2019-11-25 52.04 51.85 52.460 52.3380 0.1220 1.0 0.0 1.0
2020-01-14 54.19 54.63 54.299 54.3640 -0.0650 0.0 -1.0 0.0
2020-01-15 54.74 54.53 54.265 54.3868 -0.1218 0.0 0.0 -1.0
2020-01-22 55.46 55.74 54.736 54.6724 0.0636 1.0 1.0 0.0
2020-01-23 55.44 55.35 54.875 54.7416 0.1334 1.0 0.0 1.0
2020-03-02 55.60 52.63 57.123 57.4796 -0.3566 0.0 -1.0 0.0
2020-03-03 54.79 55.42 56.636 57.4836 -0.8476 0.0 0.0 -1.0
2020-04-08 51.79 52.02 50.347 49.5828 0.7642 1.0 1.0 0.0
2020-04-09 52.34 51.79 50.691 49.4020 1.2890 1.0 0.0 1.0
2020-05-01 50.70 51.14 51.537 51.5772 -0.0402 0.0 -1.0 0.0
2020-05-04 50.06 50.76 51.194 51.6640 -0.4700 0.0 0.0 -1.0
2020-06-01 52.25 52.03 50.531 50.5184 0.0126 1.0 1.0 0.0
2020-06-02 52.22 52.15 50.656 50.5480 0.1080 1.0 0.0 1.0
List the signal change and entry/exit points for MKC
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-18 165.47 162.47 161.464 161.1184 0.3456 1.0 1.0 0.0
2019-11-19 165.96 165.45 162.158 161.3168 0.8412 1.0 0.0 1.0
2019-12-23 167.25 169.09 168.190 168.6872 -0.4972 0.0 -1.0 0.0
2019-12-24 168.25 167.36 167.879 168.7984 -0.9194 0.0 0.0 -1.0
2020-01-08 167.38 169.27 169.444 169.4184 0.0256 1.0 1.0 0.0
2020-01-09 162.24 164.71 168.843 169.0744 -0.2314 0.0 -1.0 1.0
2020-01-10 164.23 161.72 168.304 168.7888 -0.4848 0.0 0.0 -1.0
2020-01-24 172.67 174.27 168.898 168.6776 0.2204 1.0 1.0 0.0
2020-01-27 172.71 172.33 169.746 168.8872 0.8588 1.0 0.0 1.0
2020-02-04 160.70 163.40 167.689 167.7944 -0.1054 0.0 -1.0 0.0
2020-02-05 162.01 161.65 166.637 167.4596 -0.8226 0.0 0.0 -1.0
2020-04-07 150.30 152.58 140.550 138.4376 2.1124 1.0 1.0 0.0
2020-04-08 149.10 149.68 143.041 138.2464 4.7946 1.0 0.0 1.0
List the signal change and entry/exit points for MKTX
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 374.36 365.49 358.145 352.7900 5.3550 1.0 1.0 0.0
2019-11-14 379.22 374.00 359.208 353.5952 5.6128 1.0 0.0 1.0
2019-12-13 373.89 367.76 380.489 384.0832 -3.5942 0.0 -1.0 0.0
2019-12-16 374.69 374.64 378.061 385.1848 -7.1238 0.0 0.0 -1.0
2020-03-06 362.36 368.91 348.271 346.2248 2.0462 1.0 1.0 0.0
2020-03-09 352.31 342.85 349.311 346.1500 3.1610 1.0 0.0 1.0
2020-03-18 305.36 300.00 339.046 341.0468 -2.0008 0.0 -1.0 0.0
2020-03-19 316.13 303.56 332.906 340.2720 -7.3660 0.0 0.0 -1.0
2020-04-06 399.03 394.18 350.407 341.1096 9.2974 1.0 1.0 0.0
2020-04-07 381.50 400.55 355.885 342.3064 13.5786 1.0 0.0 1.0
List the signal change and entry/exit points for MRNA
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 18.25 18.00 17.0860 16.1566 0.9294 1.0 1.0 0.0
2019-11-14 18.34 18.16 17.2450 16.3238 0.9212 1.0 0.0 1.0
2019-12-16 18.52 18.60 19.4020 19.4428 -0.0408 0.0 -1.0 0.0
2019-12-17 18.44 18.54 19.1180 19.4844 -0.3664 0.0 0.0 -1.0
2020-01-03 18.89 19.02 19.4800 19.4556 0.0244 1.0 1.0 0.0
2020-01-06 18.13 18.70 19.3520 19.3660 -0.0140 0.0 -1.0 1.0
2020-01-07 17.78 18.15 19.1470 19.2628 -0.1158 0.0 0.0 -1.0
2020-01-16 21.01 21.68 19.1830 19.1624 0.0206 1.0 1.0 0.0
2020-01-17 20.62 21.50 19.3560 19.2412 0.1148 1.0 0.0 1.0
2020-02-14 19.00 19.27 20.6475 20.8158 -0.1683 0.0 -1.0 0.0
2020-02-18 18.91 19.14 20.5005 20.8066 -0.3061 0.0 0.0 -1.0
2020-02-28 25.93 23.38 21.7200 21.3178 0.4022 1.0 1.0 0.0
2020-03-02 29.88 27.00 22.8080 21.6682 1.1398 1.0 0.0 1.0
2020-06-05 58.19 58.49 59.6650 60.9472 -1.2822 0.0 -1.0 0.0
List the signal change and entry/exit points for MRVL
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 28.11 27.78 26.7110 25.1540 1.5570 1.0 1.0 0.0
2019-11-14 26.99 27.68 26.9710 25.3020 1.6690 1.0 0.0 1.0
2019-12-02 25.81 26.44 26.3050 26.3308 -0.0258 0.0 -1.0 0.0
2019-12-03 25.16 24.94 26.2090 26.3312 -0.1222 0.0 0.0 -1.0
2019-12-23 26.50 26.08 25.5600 25.5548 0.0052 1.0 1.0 0.0
2019-12-24 26.55 26.60 25.8470 25.5720 0.2750 1.0 0.0 1.0
2020-01-31 24.04 24.79 26.5235 26.6578 -0.1343 0.0 -1.0 0.0
2020-02-03 24.21 24.31 26.0955 26.5492 -0.4537 0.0 0.0 -1.0
2020-04-01 21.64 21.80 21.2430 21.2296 0.0134 1.0 1.0 0.0
2020-04-02 22.65 21.29 21.6240 21.3136 0.3104 1.0 0.0 1.0
List the signal change and entry/exit points for MSFT
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 147.31 146.740 145.087 142.1050 2.9820 1.0 1.0 0.0
2019-11-14 148.06 147.020 145.556 142.4634 3.0926 1.0 0.0 1.0
2020-02-28 162.01 152.410 175.219 175.9800 -0.7610 0.0 -1.0 0.0
2020-03-02 172.79 165.310 173.963 176.2900 -2.3270 0.0 0.0 -1.0
2020-04-06 165.27 160.320 154.548 152.3948 2.1532 1.0 1.0 0.0
2020-04-07 163.49 169.592 156.063 152.3540 3.7090 1.0 0.0 1.0
List the signal change and entry/exit points for NET
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 16.26 16.00 16.502 16.0692 0.4328 1.0 1.0 0.0
2019-11-14 16.67 16.12 16.485 16.0828 0.4022 1.0 0.0 1.0
2019-12-18 17.39 17.55 17.774 17.8180 -0.0440 0.0 -1.0 0.0
2019-12-19 18.00 17.40 17.801 17.8876 -0.0866 0.0 0.0 -1.0
2020-01-14 18.70 18.52 17.596 17.5752 0.0208 1.0 1.0 0.0
2020-01-15 18.85 18.70 17.775 17.6208 0.1542 1.0 0.0 1.0
2020-02-06 17.77 18.00 17.883 17.9344 -0.0514 0.0 -1.0 0.0
2020-02-07 18.17 17.88 17.923 17.9800 -0.0570 0.0 0.0 -1.0
2020-02-20 20.30 18.15 18.210 18.1516 0.0584 1.0 1.0 0.0
2020-02-21 21.02 20.30 18.535 18.2384 0.2966 1.0 0.0 1.0
2020-03-18 19.70 17.76 20.109 20.1548 -0.0458 0.0 -1.0 0.0
2020-03-19 20.69 19.80 19.843 20.2696 -0.4266 0.0 0.0 -1.0
2020-03-30 23.89 22.10 21.373 21.1572 0.2158 1.0 1.0 0.0
2020-03-31 23.48 24.16 21.852 21.2848 0.5672 1.0 0.0 1.0
List the signal change and entry/exit points for NFLX
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 283.11 291.03 289.414 284.0444 5.3696 1.0 1.0 0.0
2019-11-14 289.62 283.25 289.635 284.4100 5.2250 1.0 0.0 1.0
2019-12-13 298.50 298.50 302.217 302.3528 -0.1358 0.0 -1.0 0.0
2019-12-16 304.21 300.85 301.639 302.8584 -1.2194 0.0 0.0 -1.0
2019-12-19 332.22 324.50 307.155 306.8264 0.3286 1.0 1.0 0.0
2019-12-20 336.90 335.00 310.110 308.7176 1.3924 1.0 0.0 1.0
2020-03-06 368.97 367.70 372.413 373.0492 -0.6362 0.0 -1.0 0.0
2020-03-09 346.49 343.86 370.192 373.1052 -2.9132 0.0 0.0 -1.0
2020-04-01 364.08 376.05 355.549 352.7094 2.8396 1.0 1.0 0.0
2020-04-02 370.08 364.08 359.354 352.6442 6.7098 1.0 0.0 1.0
2020-06-02 427.31 425.87 428.534 430.1872 -1.6532 0.0 -1.0 0.0
2020-06-03 421.97 426.95 425.627 430.9128 -5.2858 0.0 0.0 -1.0
List the signal change and entry/exit points for NVDA
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 208.57 208.35 207.383 200.2224 7.1606 1.0 1.0 0.0
2019-11-14 209.79 208.93 208.260 201.2928 6.9672 1.0 0.0 1.0
2020-03-06 266.04 265.36 269.181 270.0122 -0.8312 0.0 -1.0 0.0
2020-03-09 245.44 239.90 266.397 270.3726 -3.9756 0.0 0.0 -1.0
2020-04-02 255.47 244.24 245.094 245.0708 0.0232 1.0 1.0 0.0
2020-04-03 243.91 253.96 248.910 244.0244 4.8856 1.0 0.0 1.0
List the signal change and entry/exit points for OKTA
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 116.70 114.31 109.838 108.6008 1.2372 1.0 1.0 0.0
2019-11-14 115.96 116.71 110.527 108.6564 1.8706 1.0 0.0 1.0
2019-12-13 116.69 113.88 119.428 121.1740 -1.7460 0.0 -1.0 0.0
2019-12-16 116.23 116.99 118.856 121.4368 -2.5808 0.0 0.0 -1.0
2020-01-07 122.89 123.90 118.902 118.4400 0.4620 1.0 1.0 0.0
2020-01-08 125.55 123.31 119.648 118.5840 1.0640 1.0 0.0 1.0
2020-02-28 128.06 118.69 131.605 131.6628 -0.0578 0.0 -1.0 0.0
2020-03-02 133.43 130.05 131.245 131.8136 -0.5686 0.0 0.0 -1.0
2020-04-01 119.57 116.50 120.066 118.9244 1.1416 1.0 1.0 0.0
2020-04-02 115.99 119.43 120.270 118.6108 1.6592 1.0 0.0 1.0
List the signal change and entry/exit points for PANW
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 243.23 240.66 235.237 224.2664 10.9706 1.0 1.0 0.0
2019-11-14 245.51 240.64 237.049 225.7148 11.3342 1.0 0.0 1.0
2019-12-03 227.01 223.33 236.152 236.2624 -0.1104 0.0 -1.0 0.0
2019-12-04 225.62 227.04 233.896 236.3036 -2.4076 0.0 0.0 -1.0
2019-12-27 233.27 234.83 230.581 230.2868 0.2942 1.0 1.0 0.0
2019-12-30 231.43 232.59 231.025 229.6744 1.3506 1.0 0.0 1.0
2020-02-05 241.66 242.51 239.292 239.5492 -0.2572 0.0 -1.0 0.0
2020-02-06 246.07 242.57 239.409 240.1420 -0.7330 0.0 0.0 -1.0
2020-02-11 246.83 249.00 241.439 241.2488 0.1902 1.0 1.0 0.0
2020-02-12 244.72 247.39 242.156 241.3720 0.7840 1.0 0.0 1.0
2020-02-25 196.96 202.00 240.877 241.1224 -0.2454 0.0 -1.0 0.0
2020-02-26 189.58 197.08 235.152 238.9764 -3.8244 0.0 0.0 -1.0
2020-04-03 162.66 163.29 162.592 160.4084 2.1836 1.0 1.0 0.0
2020-04-06 171.34 169.36 165.110 159.6904 5.4196 1.0 0.0 1.0
List the signal change and entry/exit points for PEP
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-02 135.88 136.65 134.750 134.6404 0.1096 1.0 1.0 0.0
2019-12-03 135.46 136.66 134.890 134.5960 0.2940 1.0 0.0 1.0
2020-01-07 134.01 136.00 136.325 136.5932 -0.2682 0.0 -1.0 0.0
2020-01-08 134.70 134.46 136.091 136.5460 -0.4550 0.0 0.0 -1.0
2020-01-21 141.86 140.61 137.334 136.9644 0.3696 1.0 1.0 0.0
2020-01-22 143.38 141.81 138.271 137.1820 1.0890 1.0 0.0 1.0
2020-02-28 132.03 133.24 142.325 143.2938 -0.9688 0.0 -1.0 0.0
2020-03-02 137.58 132.00 141.384 143.0804 -1.6964 0.0 0.0 -1.0
2020-04-08 132.61 129.64 124.712 122.9536 1.7584 1.0 1.0 0.0
2020-04-09 133.63 132.09 126.049 122.7748 3.2742 1.0 0.0 1.0
2020-05-08 134.23 133.07 132.572 132.7372 -0.1652 0.0 -1.0 0.0
2020-05-11 134.38 133.43 132.564 133.1288 -0.5648 0.0 0.0 -1.0
2020-05-20 131.26 132.54 133.360 133.1784 0.1816 1.0 1.0 0.0
2020-05-21 130.21 130.98 133.226 132.9612 0.2648 1.0 0.0 1.0
2020-05-26 129.75 131.94 132.388 132.4864 -0.0984 0.0 -1.0 0.0
2020-05-27 130.81 129.72 132.175 132.4812 -0.3062 0.0 0.0 -1.0
List the signal change and entry/exit points for PFE
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 36.60 36.95 37.434 37.0036 0.4304 1.0 1.0 0.0
2019-11-14 36.55 36.56 37.252 37.0340 0.2180 1.0 0.0 1.0
2019-11-18 37.22 37.39 37.060 37.1176 -0.0576 0.0 -1.0 0.0
2019-11-19 37.66 37.43 37.078 37.1640 -0.0860 0.0 0.0 -1.0
2019-11-25 38.68 38.48 37.408 37.4072 0.0008 1.0 1.0 0.0
2019-11-26 38.29 38.55 37.540 37.4816 0.0584 1.0 0.0 1.0
2020-01-31 37.24 36.94 39.176 39.2980 -0.1220 0.0 -1.0 0.0
2020-02-03 37.51 37.46 38.876 39.2232 -0.3472 0.0 0.0 -1.0
2020-04-07 33.61 35.00 32.415 32.2640 0.1510 1.0 1.0 0.0
2020-04-08 34.60 33.99 32.900 32.1920 0.7080 1.0 0.0 1.0
2020-05-27 37.41 37.41 37.577 37.6292 -0.0522 0.0 -1.0 0.0
2020-05-28 38.18 37.84 37.690 37.7064 -0.0164 0.0 0.0 -1.0
List the signal change and entry/exit points for PG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-02 122.72 121.94 121.554 121.3536 0.2004 1.0 1.0 0.0
2019-12-03 122.95 122.31 121.660 121.3324 0.3276 1.0 0.0 1.0
2020-01-07 121.99 122.88 124.153 124.3816 -0.2286 0.0 -1.0 0.0
2020-01-08 122.51 122.19 123.914 124.3732 -0.4592 0.0 0.0 -1.0
2020-01-22 126.31 126.33 125.074 124.6972 0.3768 1.0 1.0 0.0
2020-01-23 124.99 124.30 125.322 124.6744 0.6476 1.0 0.0 1.0
2020-02-19 125.44 124.85 125.522 125.5600 -0.0380 0.0 -1.0 0.0
2020-02-20 126.58 125.47 125.499 125.6356 -0.1366 0.0 0.0 -1.0
2020-04-08 115.10 114.39 112.704 111.7512 0.9528 1.0 1.0 0.0
2020-04-09 114.66 115.26 113.432 111.4724 1.9596 1.0 0.0 1.0
2020-05-06 113.10 115.54 116.917 117.2928 -0.3758 0.0 -1.0 0.0
2020-05-07 112.17 114.06 116.194 117.4064 -1.2124 0.0 0.0 -1.0
2020-06-04 116.05 118.00 115.201 114.9532 0.2478 1.0 1.0 0.0
2020-06-05 118.33 116.25 115.872 114.9716 0.9004 1.0 0.0 1.0
List the signal change and entry/exit points for PLD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-21 90.85 90.94 89.049 88.8108 0.2382 1.0 1.0 0.0
2019-11-22 90.56 90.94 89.398 88.8488 0.5492 1.0 0.0 1.0
2019-12-17 87.31 88.58 89.933 90.1548 -0.2218 0.0 -1.0 0.0
2019-12-18 87.55 87.05 89.578 90.1916 -0.6136 0.0 0.0 -1.0
2020-01-13 91.80 89.54 89.245 88.9904 0.2546 1.0 1.0 0.0
2020-01-14 90.63 91.55 89.422 88.9584 0.4636 1.0 0.0 1.0
2020-02-28 84.28 84.42 94.178 94.4992 -0.3212 0.0 -1.0 0.0
2020-03-02 88.27 84.70 93.250 94.1840 -0.9340 0.0 0.0 -1.0
2020-04-06 80.23 78.03 76.544 75.9232 0.6208 1.0 1.0 0.0
2020-04-07 80.95 86.32 77.584 75.5856 1.9984 1.0 0.0 1.0
2020-05-12 84.22 89.09 87.919 88.0464 -0.1274 0.0 -1.0 0.0
2020-05-13 82.84 83.56 87.187 88.1220 -0.9350 0.0 0.0 -1.0
2020-05-29 91.50 92.14 88.219 87.9508 0.2682 1.0 1.0 0.0
2020-06-01 93.70 91.96 89.261 88.1372 1.1238 1.0 0.0 1.0
List the signal change and entry/exit points for PRGO
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-06 52.29 52.10 50.681 50.3168 0.3642 1.0 1.0 0.0
2019-12-09 52.99 52.01 51.079 50.2524 0.8266 1.0 0.0 1.0
2020-01-03 49.96 50.51 52.545 52.5644 -0.0194 0.0 -1.0 0.0
2020-01-06 49.28 49.59 52.027 52.4992 -0.4722 0.0 0.0 -1.0
2020-01-17 59.02 59.86 53.266 53.1584 0.1076 1.0 1.0 0.0
2020-01-21 59.83 58.77 54.321 53.3704 0.9506 1.0 0.0 1.0
2020-02-27 51.82 55.33 58.579 58.8700 -0.2910 0.0 -1.0 0.0
2020-02-28 50.69 50.07 57.852 58.5184 -0.6664 0.0 0.0 -1.0
2020-04-09 50.45 50.20 46.922 46.3492 0.5728 1.0 1.0 0.0
2020-04-13 50.37 50.56 47.349 46.2372 1.1118 1.0 0.0 1.0
List the signal change and entry/exit points for PTON
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 25.98 24.46 24.009 23.1018 0.9072 1.0 1.0 0.0
2019-11-14 25.93 26.20 24.215 23.2134 1.0016 1.0 0.0 1.0
2019-12-23 29.22 30.15 31.449 31.7380 -0.2890 0.0 -1.0 0.0
2019-12-24 28.75 29.07 31.046 31.6780 -0.6320 0.0 0.0 -1.0
2020-01-21 32.00 31.69 29.954 29.8920 0.0620 1.0 1.0 0.0
2020-01-22 30.68 32.32 29.982 29.8580 0.1240 1.0 0.0 1.0
2020-02-13 28.85 28.20 30.320 30.4128 -0.0928 0.0 -1.0 0.0
2020-02-14 27.66 28.89 29.850 30.4044 -0.5544 0.0 0.0 -1.0
2020-03-30 27.70 26.80 25.110 25.0562 0.0538 1.0 1.0 0.0
2020-03-31 26.55 27.89 25.220 25.0338 0.1862 1.0 0.0 1.0
List the signal change and entry/exit points for PYPL
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-20 104.090 105.22 102.9340 102.9336 0.0004 1.0 1.0 0.0
2019-11-21 102.550 103.00 103.1420 102.8904 0.2516 1.0 0.0 1.0
2020-02-27 107.840 106.30 117.4650 117.6596 -0.1946 0.0 -1.0 0.0
2020-02-28 107.990 104.26 116.2130 117.2636 -1.0506 0.0 0.0 -1.0
2020-04-13 105.980 104.85 98.8890 97.8424 1.0466 1.0 1.0 0.0
2020-04-14 109.785 109.00 100.1645 98.1686 1.9959 1.0 0.0 1.0
List the signal change and entry/exit points for REGN
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 348.30 346.33 329.406 313.9972 15.4088 1.0 1.0 0.0
2019-11-14 338.39 349.80 332.617 315.5984 17.0186 1.0 0.0 1.0
2020-01-24 345.28 359.91 373.495 374.2328 -0.7378 0.0 -1.0 0.0
2020-01-27 339.42 341.20 369.296 372.9552 -3.6592 0.0 0.0 -1.0
2020-02-12 406.30 398.13 370.438 369.1188 1.3192 1.0 1.0 0.0
2020-02-13 398.81 406.44 376.701 369.7744 6.9266 1.0 0.0 1.0
2020-03-27 449.52 446.03 458.256 459.9348 -1.6788 0.0 -1.0 0.0
2020-03-30 473.00 463.09 461.473 461.8396 -0.3666 0.0 0.0 -1.0
2020-04-06 504.27 503.38 473.541 471.4428 2.0982 1.0 1.0 0.0
2020-04-07 501.51 502.81 478.739 473.0412 5.6978 1.0 0.0 1.0
List the signal change and entry/exit points for RMD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 145.28 143.82 144.981 138.3496 6.6314 1.0 1.0 0.0
2019-11-14 145.42 145.46 144.731 138.9476 5.7834 1.0 0.0 1.0
2020-03-03 165.24 168.68 168.373 168.9424 -0.5694 0.0 -1.0 0.0
2020-03-04 174.82 168.30 168.193 169.4032 -1.2102 0.0 0.0 -1.0
2020-04-08 155.16 155.01 150.250 147.5472 2.7028 1.0 1.0 0.0
2020-04-09 159.82 150.49 151.580 147.1100 4.4700 1.0 0.0 1.0
2020-05-08 162.75 161.91 158.926 159.1592 -0.2332 0.0 -1.0 0.0
2020-05-11 169.28 160.96 159.577 159.8116 -0.2346 0.0 0.0 -1.0
2020-05-12 167.15 170.50 160.470 160.1656 0.3044 1.0 1.0 0.0
2020-05-13 164.37 166.26 161.276 160.5932 0.6828 1.0 0.0 1.0
2020-06-01 161.12 160.13 160.848 161.0248 -0.1768 0.0 -1.0 0.0
2020-06-02 159.76 161.00 160.107 160.9044 -0.7974 0.0 0.0 -1.0
List the signal change and entry/exit points for RNG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 168.02 167.85 166.023 164.8996 1.1234 1.0 1.0 0.0
2019-11-14 169.82 167.55 166.853 164.7144 2.1386 1.0 0.0 1.0
2019-12-09 165.82 167.75 168.134 168.4412 -0.3072 0.0 -1.0 0.0
2019-12-10 165.56 167.00 167.657 168.7576 -1.1006 0.0 0.0 -1.0
2019-12-27 168.97 169.50 167.414 167.3116 0.1024 1.0 1.0 0.0
2019-12-30 166.78 168.64 167.717 167.1928 0.5242 1.0 0.0 1.0
2020-03-10 213.87 211.66 227.055 228.0904 -1.0354 0.0 -1.0 0.0
2020-03-11 199.34 209.05 223.496 227.6980 -4.2020 0.0 0.0 -1.0
2020-04-01 210.67 204.34 206.250 204.7480 1.5020 1.0 1.0 0.0
2020-04-02 220.03 210.67 209.830 204.1200 5.7100 1.0 0.0 1.0
List the signal change and entry/exit points for SHOP
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-21 316.07 317.50 311.804 310.4324 1.3716 1.0 1.0 0.0
2019-11-22 314.52 318.76 313.492 310.4396 3.0524 1.0 0.0 1.0
2020-03-03 476.94 501.48 489.507 491.0124 -1.5054 0.0 -1.0 0.0
2020-03-04 512.23 489.00 486.409 492.7952 -6.3862 0.0 0.0 -1.0
2020-04-06 392.65 380.00 407.421 406.4592 0.9618 1.0 1.0 0.0
2020-04-07 378.54 408.99 402.275 402.5232 -0.2482 0.0 -1.0 1.0
2020-04-08 414.51 383.00 399.066 398.6144 0.4516 1.0 1.0 -1.0
2020-04-09 417.74 422.51 396.099 395.3952 0.7038 1.0 0.0 1.0
List the signal change and entry/exit points for SJM
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-04 106.27 105.54 106.036 105.9344 0.1016 1.0 1.0 0.0
2019-12-05 106.75 106.35 106.166 105.9508 0.2152 1.0 0.0 1.0
2019-12-13 101.51 102.64 105.322 105.4396 -0.1176 0.0 -1.0 0.0
2019-12-16 102.64 101.94 105.016 105.2944 -0.2784 0.0 0.0 -1.0
2020-01-15 104.55 104.61 103.587 103.4660 0.1210 1.0 1.0 0.0
2020-01-16 104.99 104.75 103.872 103.4232 0.4488 1.0 0.0 1.0
2020-03-06 109.99 108.35 108.128 108.2328 -0.1048 0.0 -1.0 0.0
2020-03-09 108.32 104.41 107.978 108.4212 -0.4432 0.0 0.0 -1.0
2020-03-18 118.86 114.94 109.187 108.8412 0.3458 1.0 1.0 0.0
2020-03-19 109.02 119.00 109.014 108.8232 0.1908 1.0 0.0 1.0
2020-03-20 104.17 107.15 108.432 108.6812 -0.2492 0.0 -1.0 0.0
2020-03-23 95.79 103.66 107.179 108.1128 -0.9338 0.0 0.0 -1.0
2020-03-30 110.63 104.30 107.300 107.1848 0.1152 1.0 1.0 0.0
2020-03-31 111.00 110.58 106.689 107.3148 -0.6258 0.0 -1.0 1.0
2020-04-01 109.60 108.69 105.763 107.3316 -1.5686 0.0 0.0 -1.0
2020-04-06 115.19 114.00 108.643 108.2092 0.4338 1.0 1.0 0.0
2020-04-07 113.88 115.21 109.458 108.5144 0.9436 1.0 0.0 1.0
2020-05-08 116.08 115.07 115.887 116.0284 -0.1414 0.0 -1.0 0.0
2020-05-11 116.90 116.20 115.492 116.2112 -0.7192 0.0 0.0 -1.0
List the signal change and entry/exit points for SNY
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-22 46.52 46.53 46.123 46.0912 0.0318 1.0 1.0 0.0
2019-11-25 46.90 46.73 46.227 46.1296 0.0974 1.0 0.0 1.0
2020-01-24 48.73 49.54 50.563 50.5928 -0.0298 0.0 -1.0 0.0
2020-01-27 47.77 47.98 50.178 50.4888 -0.3108 0.0 0.0 -1.0
2020-02-13 50.00 49.93 50.037 50.0248 0.0122 1.0 1.0 0.0
2020-02-14 49.93 50.04 50.203 49.9756 0.2274 1.0 0.0 1.0
2020-03-02 48.74 47.43 49.490 49.5464 -0.0564 0.0 -1.0 0.0
2020-03-03 47.71 48.49 49.147 49.5440 -0.3970 0.0 0.0 -1.0
2020-04-07 44.60 45.73 43.714 43.6396 0.0744 1.0 1.0 0.0
2020-04-08 45.18 44.63 44.095 43.4252 0.6698 1.0 0.0 1.0
2020-05-19 47.20 47.63 48.034 48.1308 -0.0968 0.0 -1.0 0.0
2020-05-20 47.74 48.01 47.873 48.2344 -0.3614 0.0 0.0 -1.0
2020-06-03 49.58 49.58 48.399 48.1776 0.2214 1.0 1.0 0.0
2020-06-04 49.95 49.67 48.620 48.2156 0.4044 1.0 0.0 1.0
List the signal change and entry/exit points for SPGI
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 258.62 255.07 255.742 252.8248 2.9172 1.0 1.0 0.0
2019-11-14 260.00 258.23 255.943 253.1860 2.7570 1.0 0.0 1.0
2020-02-27 267.15 276.85 294.634 295.7416 -1.1076 0.0 -1.0 0.0
2020-02-28 265.91 260.22 291.090 294.4904 -3.4004 0.0 0.0 -1.0
2020-04-06 255.83 248.23 239.289 239.2676 0.0214 1.0 1.0 0.0
2020-04-07 256.06 264.86 243.029 238.3044 4.7246 1.0 0.0 1.0
List the signal change and entry/exit points for SPLK
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 124.72 124.87 123.305 119.3940 3.9110 1.0 1.0 0.0
2019-11-14 116.99 120.99 123.008 119.3476 3.6604 1.0 0.0 1.0
2020-03-02 152.02 151.05 160.593 162.0002 -1.4072 0.0 -1.0 0.0
2020-03-03 148.50 152.12 158.155 161.7966 -3.6416 0.0 0.0 -1.0
2020-04-08 125.05 121.28 118.813 118.1860 0.6270 1.0 1.0 0.0
2020-04-09 123.13 125.99 118.212 117.4612 0.7508 1.0 0.0 1.0
List the signal change and entry/exit points for SPOT
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 146.78 145.49 148.004 132.1172 15.8868 1.0 1.0 0.0
2019-11-14 148.76 147.40 148.450 133.5668 14.8832 1.0 0.0 1.0
2019-11-27 142.93 143.08 142.011 142.2524 -0.2414 0.0 -1.0 0.0
2019-11-29 142.55 142.00 141.390 143.2012 -1.8112 0.0 0.0 -1.0
2019-12-10 145.97 145.86 144.772 144.6296 0.1424 1.0 1.0 0.0
2019-12-11 147.13 144.96 145.102 144.5000 0.6020 1.0 0.0 1.0
2020-01-23 148.97 148.00 151.272 151.9216 -0.6496 0.0 -1.0 0.0
2020-01-24 146.63 149.35 150.161 151.7256 -1.5646 0.0 0.0 -1.0
2020-02-14 141.00 142.72 148.041 147.8496 0.1914 1.0 1.0 0.0
2020-02-18 144.63 141.50 147.854 147.3932 0.4608 1.0 0.0 1.0
2020-02-19 143.36 145.57 146.759 147.0928 -0.3338 0.0 -1.0 0.0
2020-02-20 147.86 143.35 146.845 147.0312 -0.1862 0.0 0.0 -1.0
2020-04-14 135.93 132.05 126.087 126.0200 0.0670 1.0 1.0 0.0
2020-04-15 138.78 134.17 127.821 125.8952 1.9258 1.0 0.0 1.0
List the signal change and entry/exit points for SQ
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 61.51 61.30 62.251 61.9748 0.2762 1.0 1.0 0.0
2019-11-14 62.99 61.65 62.407 62.0132 0.3938 1.0 0.0 1.0
2019-12-18 65.14 65.91 66.165 66.5184 -0.3534 0.0 -1.0 0.0
2019-12-19 64.55 64.90 65.906 66.6400 -0.7340 0.0 0.0 -1.0
2020-01-14 68.17 68.99 65.690 65.1200 0.5700 1.0 1.0 0.0
2020-01-15 70.36 68.54 66.470 65.2520 1.2180 1.0 0.0 1.0
2020-03-05 76.32 77.78 79.507 79.9376 -0.4306 0.0 -1.0 0.0
2020-03-06 73.09 75.03 78.467 79.8172 -1.3502 0.0 0.0 -1.0
2020-04-13 59.42 60.10 52.019 51.1444 0.8746 1.0 1.0 0.0
2020-04-14 62.41 60.02 52.760 51.0116 1.7484 1.0 0.0 1.0
List the signal change and entry/exit points for TDOC
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 79.71 80.03 79.765 73.3592 6.4058 1.0 1.0 0.0
2019-11-14 78.89 80.06 79.994 73.7944 6.1996 1.0 0.0 1.0
2019-12-11 77.48 78.17 80.029 80.1528 -0.1238 0.0 -1.0 0.0
2019-12-12 77.05 77.22 79.146 80.0348 -0.8888 0.0 0.0 -1.0
2019-12-26 82.52 82.93 80.375 80.3732 0.0018 1.0 1.0 0.0
2019-12-27 83.35 83.00 81.005 80.6092 0.3958 1.0 0.0 1.0
2020-05-26 164.47 173.25 176.888 177.9716 -1.0836 0.0 -1.0 0.0
2020-05-27 162.64 158.42 174.737 177.5816 -2.8446 0.0 0.0 -1.0
List the signal change and entry/exit points for TGT
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-18 111.96 113.83 110.497 110.4756 0.0214 1.0 1.0 0.0
2019-11-19 110.85 110.41 110.576 110.4340 0.1420 1.0 0.0 1.0
2020-01-08 123.40 124.05 126.536 126.6000 -0.0640 0.0 -1.0 0.0
2020-01-09 123.50 123.50 126.031 126.5784 -0.5474 0.0 0.0 -1.0
2020-02-18 117.83 116.95 116.405 116.1848 0.2202 1.0 1.0 0.0
2020-02-19 117.39 117.69 116.819 115.9256 0.8934 1.0 0.0 1.0
2020-02-27 105.62 108.38 114.718 114.8700 -0.1520 0.0 -1.0 0.0
2020-02-28 103.00 102.21 113.190 114.3688 -1.1788 0.0 0.0 -1.0
2020-04-14 108.38 108.49 99.283 98.9452 0.3378 1.0 1.0 0.0
2020-04-15 106.24 108.76 100.610 98.8616 1.7484 1.0 0.0 1.0
List the signal change and entry/exit points for TMO
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 300.02 294.81 297.126 292.0276 5.0984 1.0 1.0 0.0
2019-11-14 300.84 300.15 297.012 292.8348 4.1772 1.0 0.0 1.0
2020-02-04 325.96 321.84 328.457 329.3936 -0.9366 0.0 -1.0 0.0
2020-02-05 332.49 330.26 327.701 329.6916 -1.9906 0.0 0.0 -1.0
2020-02-18 337.37 338.13 333.510 332.2768 1.2332 1.0 1.0 0.0
2020-02-19 339.74 338.09 334.888 332.5856 2.3024 1.0 0.0 1.0
2020-02-27 297.08 304.00 326.191 328.1368 -1.9458 0.0 -1.0 0.0
2020-02-28 290.80 288.61 321.712 326.3536 -4.6416 0.0 0.0 -1.0
2020-04-09 317.38 307.55 291.297 289.2408 2.0562 1.0 1.0 0.0
2020-04-13 315.32 314.38 295.395 289.4068 5.9882 1.0 0.0 1.0
List the signal change and entry/exit points for TTD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 228.85 222.58 205.873 202.3012 3.5718 1.0 1.0 0.0
2019-11-14 228.08 228.00 208.601 203.9984 4.6026 1.0 0.0 1.0
2020-03-02 288.11 295.51 288.621 288.9984 -0.3774 0.0 -1.0 0.0
2020-03-03 277.67 286.35 285.544 289.1760 -3.6320 0.0 0.0 -1.0
2020-04-13 218.62 215.35 190.910 190.6640 0.2460 1.0 1.0 0.0
2020-04-14 233.41 231.87 194.500 191.3388 3.1612 1.0 0.0 1.0
List the signal change and entry/exit points for TTWO
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-21 122.54 123.07 121.473 121.0876 0.3854 1.0 1.0 0.0
2019-11-22 119.48 122.20 121.725 120.9576 0.7674 1.0 0.0 1.0
2020-02-05 120.76 122.45 125.341 126.1228 -0.7818 0.0 -1.0 0.0
2020-02-06 127.74 121.05 125.208 126.3352 -1.1272 0.0 0.0 -1.0
2020-03-11 119.05 116.44 114.466 114.4160 0.0500 1.0 1.0 0.0
2020-03-12 108.36 112.00 114.518 113.9200 0.5980 1.0 0.0 1.0
2020-03-20 100.15 108.52 111.427 112.4908 -1.0638 0.0 -1.0 0.0
2020-03-23 109.82 102.22 111.021 112.3464 -1.3254 0.0 0.0 -1.0
2020-04-03 118.49 119.34 115.016 113.6836 1.3324 1.0 1.0 0.0
2020-04-06 121.29 120.65 116.163 114.0528 2.1102 1.0 0.0 1.0
List the signal change and entry/exit points for TW
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 43.33 42.89 41.828 41.5608 0.2672 1.0 1.0 0.0
2019-11-14 42.76 43.34 41.929 41.6292 0.2998 1.0 0.0 1.0
2020-01-16 45.66 45.90 46.010 46.1124 -0.1024 0.0 -1.0 0.0
2020-01-17 45.75 45.73 45.918 46.1352 -0.2172 0.0 0.0 -1.0
2020-02-12 46.89 46.18 45.765 45.5692 0.1958 1.0 1.0 0.0
2020-02-13 47.32 46.95 46.002 45.6144 0.3876 1.0 0.0 1.0
2020-03-13 43.40 43.48 48.634 48.6650 -0.0310 0.0 -1.0 0.0
2020-03-16 38.87 39.63 47.495 48.4206 -0.9256 0.0 0.0 -1.0
2020-04-07 48.25 48.78 44.056 43.8488 0.2072 1.0 1.0 0.0
2020-04-08 49.28 48.88 44.823 43.7520 1.0710 1.0 0.0 1.0
List the signal change and entry/exit points for TWLO
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-22 104.29 103.80 100.347 99.8196 0.5274 1.0 1.0 0.0
2019-11-25 103.36 105.00 101.066 99.7324 1.3336 1.0 0.0 1.0
2019-12-12 96.86 96.20 98.466 99.2548 -0.7888 0.0 -1.0 0.0
2019-12-13 97.98 97.01 97.936 99.5316 -1.5956 0.0 0.0 -1.0
2019-12-31 98.28 96.81 99.621 99.4660 0.1550 1.0 1.0 0.0
2020-01-02 103.15 100.01 100.177 99.4576 0.7194 1.0 0.0 1.0
2020-02-26 112.96 113.11 123.172 123.5084 -0.3364 0.0 -1.0 0.0
2020-02-27 110.91 107.52 121.671 123.1800 -1.5090 0.0 0.0 -1.0
2020-04-02 83.32 83.79 92.030 91.9736 0.0564 1.0 1.0 0.0
2020-04-03 80.69 82.58 91.685 90.6956 0.9894 1.0 0.0 1.0
List the signal change and entry/exit points for UNH
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 253.57 254.87 253.332 245.9624 7.3696 1.0 1.0 0.0
2019-11-14 255.83 253.80 253.645 247.2464 6.3986 1.0 0.0 1.0
2020-01-30 280.98 281.84 292.644 292.7824 -0.1384 0.0 -1.0 0.0
2020-01-31 272.45 278.17 289.815 291.8988 -2.0838 0.0 0.0 -1.0
2020-02-14 298.78 302.21 291.455 291.1628 0.2922 1.0 1.0 0.0
2020-02-18 302.14 299.67 294.267 291.4432 2.8238 1.0 0.0 1.0
2020-02-27 253.92 258.42 287.009 287.2888 -0.2798 0.0 -1.0 0.0
2020-02-28 254.96 246.20 282.285 285.5088 -3.2238 0.0 0.0 -1.0
2020-04-08 267.83 247.69 246.996 246.0928 0.9032 1.0 1.0 0.0
2020-04-09 264.13 265.00 247.870 245.3396 2.5304 1.0 0.0 1.0
List the signal change and entry/exit points for VEEV
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-19 152.24 152.51 147.117 145.8616 1.2554 1.0 1.0 0.0
2019-11-20 154.33 152.25 148.465 146.0396 2.4254 1.0 0.0 1.0
2019-12-10 142.90 143.71 147.367 148.0292 -0.6622 0.0 -1.0 0.0
2019-12-11 142.24 143.50 145.668 148.0916 -2.4236 0.0 0.0 -1.0
2020-01-13 148.66 148.69 143.247 143.2164 0.0306 1.0 1.0 0.0
2020-01-14 147.78 149.22 143.934 143.3408 0.5932 1.0 0.0 1.0
2020-03-03 141.50 144.00 151.210 151.7496 -0.5396 0.0 -1.0 0.0
2020-03-04 144.12 149.00 149.233 151.6948 -2.4618 0.0 0.0 -1.0
2020-03-31 156.37 156.87 143.981 142.0532 1.9278 1.0 1.0 0.0
2020-04-01 153.51 150.34 145.279 142.2940 2.9850 1.0 0.0 1.0
List the signal change and entry/exit points for VZ
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-04 60.53 60.02 59.908 59.8500 0.0580 1.0 1.0 0.0
2019-12-05 60.82 60.63 60.042 59.8500 0.1920 1.0 0.0 1.0
2020-01-07 59.60 60.10 60.943 60.9528 -0.0098 0.0 -1.0 0.0
2020-01-08 59.71 59.67 60.774 60.9428 -0.1688 0.0 0.0 -1.0
2020-04-07 56.98 57.04 54.130 54.0536 0.0764 1.0 1.0 0.0
2020-04-08 57.80 57.26 54.916 54.0408 0.8752 1.0 0.0 1.0
2020-05-07 55.58 56.10 56.994 57.0880 -0.0940 0.0 -1.0 0.0
2020-05-08 57.00 56.22 56.901 57.1580 -0.2570 0.0 0.0 -1.0
2020-06-05 57.74 57.75 56.061 55.7228 0.3382 1.0 1.0 0.0
List the signal change and entry/exit points for WING
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-04 79.09 79.28 77.480 77.3018 0.1782 1.0 1.0 0.0
2019-12-05 80.19 79.23 78.200 77.1110 1.0890 1.0 0.0 1.0
2020-03-02 84.80 84.70 93.709 94.6292 -0.9202 0.0 -1.0 0.0
2020-03-03 81.85 84.74 91.731 94.2268 -2.4958 0.0 0.0 -1.0
2020-04-02 79.55 78.14 73.799 72.7424 1.0566 1.0 1.0 0.0
2020-04-03 77.65 79.78 75.916 72.4704 3.4456 1.0 0.0 1.0
2020-06-01 122.16 122.66 120.962 120.9768 -0.0148 0.0 -1.0 0.0
2020-06-02 124.29 123.47 121.239 121.4268 -0.1878 0.0 0.0 -1.0
List the signal change and entry/exit points for WIX
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 135.70 132.04 128.2600 124.4632 3.7968 1.0 1.0 0.0
2019-11-14 125.20 128.10 128.5730 124.4812 4.0918 1.0 0.0 1.0
2019-11-27 122.00 121.30 124.1670 125.4520 -1.2850 0.0 -1.0 0.0
2019-11-29 120.89 121.98 123.7360 125.4896 -1.7536 0.0 0.0 -1.0
2020-01-02 127.55 123.21 120.8825 120.3850 0.4975 1.0 1.0 0.0
2020-01-03 128.92 126.14 121.9005 120.7006 1.1999 1.0 0.0 1.0
2020-02-26 132.50 133.80 142.3660 143.1908 -0.8248 0.0 -1.0 0.0
2020-02-27 134.12 129.38 141.2780 142.9552 -1.6772 0.0 0.0 -1.0
2020-04-14 123.34 123.14 106.5670 105.0388 1.5282 1.0 1.0 0.0
2020-04-15 118.41 120.41 108.3260 104.9392 3.3868 1.0 0.0 1.0
List the signal change and entry/exit points for WMT
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-14 120.65 124.60 119.301 119.1556 0.1454 1.0 1.0 0.0
2019-11-15 118.87 120.68 119.426 119.1008 0.3252 1.0 0.0 1.0
2019-12-04 118.69 119.12 119.095 119.1332 -0.0382 0.0 -1.0 0.0
2019-12-05 118.66 118.36 119.048 119.1556 -0.1076 0.0 0.0 -1.0
2019-12-17 121.28 120.95 119.650 119.5408 0.1092 1.0 1.0 0.0
2019-12-18 119.86 121.51 119.767 119.5704 0.1966 1.0 0.0 1.0
2020-01-03 117.89 118.27 119.309 119.4100 -0.1010 0.0 -1.0 0.0
2020-01-06 117.65 117.40 119.066 119.3656 -0.2996 0.0 0.0 -1.0
2020-02-14 117.89 117.67 116.094 115.8724 0.2216 1.0 1.0 0.0
2020-02-18 119.63 118.47 116.630 116.0024 0.6276 1.0 0.0 1.0
2020-02-28 107.68 107.69 115.404 115.6352 -0.2312 0.0 -1.0 0.0
2020-03-02 115.88 107.60 115.203 115.6956 -0.4926 0.0 0.0 -1.0
2020-03-26 109.82 109.40 114.465 114.3976 0.0674 1.0 1.0 0.0
2020-03-27 109.58 110.11 114.013 114.0376 -0.0246 0.0 -1.0 1.0
2020-03-30 115.19 111.86 114.856 113.9924 0.8636 1.0 1.0 -1.0
2020-03-31 113.62 114.31 114.292 113.9616 0.3304 1.0 0.0 1.0
2020-04-01 114.14 112.15 113.448 113.9760 -0.5280 0.0 -1.0 0.0
2020-04-02 118.65 113.18 113.368 114.3060 -0.9380 0.0 0.0 -1.0
2020-04-07 121.99 123.98 115.794 115.5488 0.2452 1.0 1.0 0.0
2020-04-08 121.84 123.69 117.038 115.7516 1.2864 1.0 0.0 1.0
2020-05-06 123.30 125.21 125.407 125.4480 -0.0410 0.0 -1.0 0.0
2020-05-07 121.89 123.46 124.743 125.7580 -1.0150 0.0 0.0 -1.0
2020-05-28 123.69 123.72 124.677 124.6732 0.0038 1.0 1.0 0.0
2020-05-29 124.06 124.24 124.741 124.4944 0.2466 1.0 0.0 1.0
2020-06-04 122.11 122.80 123.689 123.8600 -0.1710 0.0 -1.0 0.0
2020-06-05 121.56 122.57 123.346 123.8604 -0.5144 0.0 0.0 -1.0
List the signal change and entry/exit points for WORK
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-22 21.17 21.00 21.484 21.4224 0.0616 1.0 1.0 0.0
2019-11-25 22.50 21.34 21.721 21.4192 0.3018 1.0 0.0 1.0
2019-12-17 20.71 21.53 21.735 21.8868 -0.1518 0.0 -1.0 0.0
2019-12-18 21.13 20.51 21.682 21.9040 -0.2220 0.0 0.0 -1.0
2020-01-03 22.46 22.50 21.979 21.9516 0.0274 1.0 1.0 0.0
2020-01-06 23.52 22.32 22.208 21.9876 0.2204 1.0 0.0 1.0
2020-01-24 20.59 21.47 22.262 22.3132 -0.0512 0.0 -1.0 0.0
2020-01-27 20.06 20.05 21.956 22.2704 -0.3144 0.0 0.0 -1.0
2020-02-11 25.98 24.55 22.787 22.4920 0.2950 1.0 1.0 0.0
2020-02-12 25.81 26.05 23.288 22.5712 0.7168 1.0 0.0 1.0
2020-03-12 21.35 21.74 25.868 26.2280 -0.3600 0.0 -1.0 0.0
2020-03-13 19.59 21.02 25.125 26.1056 -0.9806 0.0 0.0 -1.0
2020-03-31 26.84 28.36 24.994 24.7192 0.2748 1.0 1.0 0.0
2020-04-01 25.75 26.15 25.768 24.6848 1.0832 1.0 0.0 1.0
List the signal change and entry/exit points for ZM
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-13 68.01 68.00 68.518 67.6040 0.9140 1.0 1.0 0.0
2019-11-14 67.74 67.77 68.303 67.4732 0.8298 1.0 0.0 1.0
2019-12-11 63.52 64.24 68.393 69.3228 -0.9298 0.0 -1.0 0.0
2019-12-12 62.49 63.49 67.234 69.1492 -1.9152 0.0 0.0 -1.0
2020-01-06 70.32 66.63 67.478 67.1584 0.3196 1.0 1.0 0.0
2020-01-07 71.90 70.29 67.975 67.0544 0.9206 1.0 0.0 1.0
2020-04-16 150.26 149.92 130.877 131.0960 -0.2190 0.0 -1.0 0.0
2020-04-17 150.06 147.91 133.690 132.7196 0.9704 1.0 1.0 -1.0
2020-04-20 148.99 153.30 135.769 134.3804 1.3886 1.0 0.0 1.0
List the signal change and entry/exit points for ZS
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-11-14 45.32 44.830 44.3130 44.1458 0.1672 1.0 1.0 0.0
2019-11-15 45.83 45.600 44.3960 44.0542 0.3418 1.0 0.0 1.0
2019-12-17 46.52 46.130 46.7940 47.5144 -0.7204 0.0 -1.0 0.0
2019-12-18 47.24 46.620 46.5330 47.6132 -1.0802 0.0 0.0 -1.0
2020-01-08 50.75 48.140 47.9070 47.6904 0.2166 1.0 1.0 0.0
2020-01-09 54.00 51.160 48.5330 47.7384 0.7946 1.0 0.0 1.0
2020-02-27 49.74 49.990 57.6070 58.0180 -0.4110 0.0 -1.0 0.0
2020-02-28 51.99 48.145 56.6160 57.7252 -1.1092 0.0 0.0 -1.0
2020-03-26 60.55 60.290 52.6035 50.7782 1.8253 1.0 1.0 0.0
2020-03-27 58.63 59.540 54.2775 50.9430 3.3345 1.0 0.0 1.0
List the signal change and entry/exit points for ZTS
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-05 120.11 119.20 120.497 120.2856 0.2114 1.0 1.0 0.0
2019-12-06 121.72 121.00 120.647 120.0376 0.6094 1.0 0.0 1.0
2020-03-02 138.91 133.84 138.894 139.3132 -0.4192 0.0 -1.0 0.0
2020-03-03 137.24 139.46 138.253 139.3644 -1.1114 0.0 0.0 -1.0
2020-04-08 127.25 126.36 118.676 117.3460 1.3300 1.0 1.0 0.0
2020-04-09 128.75 126.55 119.760 116.9136 2.8464 1.0 0.0 1.0
2020-05-14 126.03 122.07 126.113 126.2144 -0.1014 0.0 -1.0 0.0
2020-05-15 127.49 126.44 126.109 126.1640 -0.0550 0.0 0.0 -1.0
2020-05-18 131.42 130.18 126.507 126.5028 0.0042 1.0 1.0 0.0
2020-05-19 134.34 131.05 126.811 126.7636 0.0474 1.0 0.0 1.0
In [33]:
for ticker in stock_list:
graph_data = model_collection[ticker][:]
fig = plt.figure(figsize=(16,9))
ylabel = ticker + ' Price ($)'
ax1 = fig.add_subplot(111, ylabel=ylabel)
graph_data['fast_ma'].plot(ax=ax1, color='b', lw=2.)
graph_data['slow_ma'].plot(ax=ax1, color='r', lw=2.)
graph_data['close'].plot(ax=ax1, color='g', lw=2.)
ax1.plot(graph_data.loc[graph_data.entry_exit == 1].index, graph_data.close[graph_data.entry_exit == 1], '^', markersize=7, color='k',label='buy')
ax1.plot(graph_data.loc[graph_data.entry_exit == -1].index, graph_data.close[graph_data.entry_exit == -1], 'v', markersize=7, color='k',label='sell')
plt.legend()
plt.show()
In [34]:
if notifyStatus: email_notify("Task 3. Develop Strategy and Train Model completed! "+datetime.now().strftime('%a %B %d, %Y %I:%M:%S %p'))
Task 4. Back-test Model¶
In [35]:
if notifyStatus: email_notify("Task 4. Back-test Model has begun! "+datetime.now().strftime('%a %B %d, %Y %I:%M:%S %p'))
In [36]:
def trading_portfolio_generation(ticker_symbol, initial_fund, trading_model):
# Construct a portfolio to track the transactions and returns
portfolio = pd.DataFrame(index=trading_model[ticker_symbol].index, columns=['trade_action', 'qty_onhand', 'cost_basis', 'sale_proceed', 'gain_loss', 'cash_value', 'position_value', 'total_value', 'accumu_return'])
portfolio.iloc[0]['trade_action'] = 0
portfolio.iloc[0]['qty_onhand'] = 0
portfolio.iloc[0]['cost_basis'] = 0.00
portfolio.iloc[0]['sale_proceed'] = 0.00
portfolio.iloc[0]['gain_loss'] = 0.00
portfolio.iloc[0]['cash_value'] = initial_fund
portfolio.iloc[0]['position_value'] = 0.00
portfolio.iloc[0]['total_value'] = initial_fund
portfolio.iloc[0]['accumu_return'] = portfolio.iloc[0]['total_value'] - initial_fund
# The conditional parameters below determine how the trading strategy will be carried out
for i in range(1, len(portfolio)):
if (trading_model[ticker_symbol].iloc[i]['entry_exit'] == 1) and (portfolio.iloc[i-1]['qty_onhand'] == 0):
portfolio.iloc[i]['trade_action'] = 1
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['cost_basis'] = trading_model[ticker_symbol].iloc[i]['open'] * portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['sale_proceed'] = 0.00
portfolio.iloc[i]['gain_loss'] = 0.00
portfolio.iloc[i]['cash_value'] = portfolio.iloc[i-1]['cash_value'] - portfolio.iloc[i]['cost_basis']
recent_cost = trading_model[ticker_symbol].iloc[i]['open'] * portfolio.iloc[i]['trade_action']
if verbose: print('BOUGHT QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model[ticker_symbol].iloc[i]['open'])
elif (trading_model[ticker_symbol].iloc[i]['entry_exit'] == -1) and (portfolio.iloc[i-1]['qty_onhand'] > 0):
portfolio.iloc[i]['trade_action'] = -1
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['cost_basis'] = 0.00
portfolio.iloc[i]['sale_proceed'] = trading_model[ticker_symbol].iloc[i]['open'] * portfolio.iloc[i]['trade_action'] * -1
portfolio.iloc[i]['gain_loss'] = (recent_cost + (trading_model[ticker_symbol].iloc[i]['open'] * portfolio.iloc[i]['trade_action'])) * -1
portfolio.iloc[i]['cash_value'] = portfolio.iloc[i-1]['cash_value'] + portfolio.iloc[i]['sale_proceed']
recent_cost = 0.00
if verbose: print('SOLD QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model[ticker_symbol].iloc[i]['open'])
else:
portfolio.iloc[i]['trade_action'] = 0
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand']
portfolio.iloc[i]['cost_basis'] = portfolio.iloc[i-1]['cost_basis']
portfolio.iloc[i]['sale_proceed'] = 0.00
portfolio.iloc[i]['gain_loss'] = 0.00
portfolio.iloc[i]['cash_value'] = portfolio.iloc[i-1]['cash_value']
portfolio.iloc[i]['position_value'] = trading_model[ticker_symbol].iloc[i]['close'] * portfolio.iloc[i]['qty_onhand']
portfolio.iloc[i]['total_value'] = portfolio.iloc[i]['cash_value'] + portfolio.iloc[i]['position_value']
portfolio.iloc[i]['accumu_return'] = portfolio.iloc[i]['total_value'] - initial_fund
return portfolio
In [37]:
initial_capital = 0
portfolio_collection = {}
stock_status = stock_meta.copy()
stock_status.drop(['Share_Outstanding'], axis=1, inplace=True)
for ticker in stock_list:
print('Processing portfolio for ticker symbol:', ticker)
portfolio_collection[ticker] = trading_portfolio_generation(ticker, initial_capital, model_collection)
trade_transactions = portfolio_collection[ticker][portfolio_collection[ticker].trade_action != 0]
print(trade_transactions)
stock_status.loc[ticker, 'per_share_pandl'] = portfolio_collection[ticker].accumu_return[-1]
print('Accumulated profit/loss for one share of stock with initial capital of $%.0f at the end of modeling period: $%.2f' % (initial_capital, stock_status.loc[ticker, 'per_share_pandl']))
stock_status.loc[ticker, 'per_share_return'] = portfolio_collection[ticker].accumu_return[-1] / trade_transactions.cost_basis[0]
print('Accumulated return percentage based on the cost of first share of stock investment: %.2f%%\n' % (stock_status.loc[ticker, 'per_share_return'] * 100))
if trade_transactions.iloc[-1]['trade_action'] == 1:
stock_status.loc[ticker, 'current_status'] = 'Holding Position'
stock_status.loc[ticker, 'last_action_date'] = trade_transactions.index.tolist()[-1]
else:
stock_status.loc[ticker, 'current_status'] = 'Waiting to Enter'
stock_status.loc[ticker, 'last_action_date'] = trade_transactions.index.tolist()[-1]
Processing portfolio for ticker symbol: AAPL
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 263.75 0 0 -263.75 262.64 -1.11 -1.11
2020-02-26 -1 0 0 286.53 22.78 22.78 0 22.78 22.78
2020-04-14 1 1 280 0 0 -257.22 287.05 29.83 29.83
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $74.28
Accumulated return percentage based on the cost of first share of stock investment: 28.16%
Processing portfolio for ticker symbol: ABBV
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 86.48 0 0 -86.48 87.63 1.15 1.15
2019-12-16 -1 0 0 88.38 1.9 1.9 0 1.9 1.9
2019-12-18 1 1 90.05 0 0 -88.15 89.33 1.18 1.18
2020-01-21 -1 0 0 87.68 -2.37 -0.47 0 -0.47 -0.47
2020-02-13 1 1 96.85 0 0 -97.32 95.35 -1.97 -1.97
2020-03-06 -1 0 0 88.73 -8.12 -8.59 0 -8.59 -8.59
2020-04-14 1 1 80.62 0 0 -89.21 82.13 -7.08 -7.08
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $4.64
Accumulated return percentage based on the cost of first share of stock investment: 5.37%
Processing portfolio for ticker symbol: ABT
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 84.09 0 0 -84.09 84.12 0.03 0.03
2020-01-14 -1 0 0 84.13 0.04 0.04 0 0.04 0.04
2020-01-22 1 1 90.78 0 0 -90.74 91.86 1.12 1.12
2020-02-14 -1 0 0 88.87 -1.91 -1.87 0 -1.87 -1.87
2020-02-18 1 1 89.42 0 0 -91.29 88.88 -2.41 -2.41
2020-02-21 -1 0 0 88.04 -1.38 -3.25 0 -3.25 -3.25
2020-04-08 1 1 82.5 0 0 -85.75 84.95 -0.8 -0.8
2020-05-15 -1 0 0 89.96 7.46 4.21 0 4.21 4.21
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $4.21
Accumulated return percentage based on the cost of first share of stock investment: 5.01%
Processing portfolio for ticker symbol: ADBE
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 293.54 0 0 -293.54 294.53 0.99 0.99
2020-03-03 -1 0 0 361.76 68.22 68.22 0 68.22 68.22
2020-04-13 1 1 315.94 0 0 -247.72 320.65 72.93 72.93
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $145.18
Accumulated return percentage based on the cost of first share of stock investment: 49.46%
Processing portfolio for ticker symbol: AKAM
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-27 1 1 88.83 0 0 -88.83 87.29 -1.54 -1.54
2019-12-09 -1 0 0 84.95 -3.88 -3.88 0 -3.88 -3.88
2020-01-02 1 1 86.84 0 0 -90.72 87.64 -3.08 -3.08
2020-03-03 -1 0 0 90.53 3.69 -0.19 0 -0.19 -0.19
2020-03-31 1 1 92.89 0 0 -93.08 91.49 -1.59 -1.59
2020-05-08 -1 0 0 101.52 8.63 8.44 0 8.44 8.44
2020-05-29 1 1 103.76 0 0 -95.32 105.8 10.48 10.48
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $3.68
Accumulated return percentage based on the cost of first share of stock investment: 4.14%
Processing portfolio for ticker symbol: AMD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 37.51 0 0 -37.51 38.35 0.84 0.84
2020-02-07 -1 0 0 48.91 11.4 11.4 0 11.4 11.4
2020-02-13 1 1 53.43 0 0 -42.03 54.53 12.5 12.5
2020-03-04 -1 0 0 48.25 -5.18 6.22 0 6.22 6.22
2020-04-03 1 1 44.3 0 0 -38.08 42.59 4.51 4.51
2020-05-12 -1 0 0 56.186 11.886 18.106 0 18.106 18.106
2020-05-22 1 1 54.77 0 0 -36.664 55.17 18.506 18.506
2020-06-05 -1 0 0 52.99 -1.78 16.326 0 16.326 16.326
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $16.33
Accumulated return percentage based on the cost of first share of stock investment: 43.52%
Processing portfolio for ticker symbol: AMT
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-27 1 1 214.8 0 0 -214.8 214.91 0.11 0.11
2019-12-16 -1 0 0 213 -1.8 -1.8 0 -1.8 -1.8
2019-12-20 1 1 226.8 0 0 -228.6 227.74 -0.86 -0.86
2020-03-04 -1 0 0 245.58 18.78 16.98 0 16.98 16.98
2020-04-09 1 1 248.5 0 0 -231.52 259.6 28.08 28.08
2020-05-07 -1 0 0 239.18 -9.32 7.66 0 7.66 7.66
2020-06-01 1 1 258.03 0 0 -250.37 264.31 13.94 13.94
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $14.52
Accumulated return percentage based on the cost of first share of stock investment: 6.76%
Processing portfolio for ticker symbol: AMZN
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 1751.43 0 0 -1751.43 1754.6 3.17 3.17
2019-11-19 -1 0 0 1756.99 5.56 5.56 0 5.56 5.56
2019-12-09 1 1 1750.66 0 0 -1745.1 1749.51 4.41 4.41
2019-12-13 -1 0 0 1765 14.34 19.9 0 19.9 19.9
2019-12-20 1 1 1799.62 0 0 -1779.72 1786.5 6.78 6.78
2020-01-30 -1 0 0 1858 58.38 78.28 0 78.28 78.28
2020-02-03 1 1 2010.6 0 0 -1932.32 2004.2 71.88 71.88
2020-03-04 -1 0 0 1946.57 -64.03 14.25 0 14.25 14.25
2020-03-31 1 1 1964.35 0 0 -1950.1 1949.72 -0.38 -0.38
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $532.90
Accumulated return percentage based on the cost of first share of stock investment: 30.43%
Processing portfolio for ticker symbol: ATVI
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-06 1 1 55.12 0 0 -55.12 55.21 0.09 0.09
2020-02-05 -1 0 0 60.14 5.02 5.02 0 5.02 5.02
2020-02-11 1 1 61.93 0 0 -56.91 61.19 4.28 4.28
2020-03-04 -1 0 0 60 -1.93 3.09 0 3.09 3.09
2020-04-07 1 1 62.53 0 0 -59.44 59.87 0.43 0.43
2020-06-05 -1 0 0 67.99 5.46 8.55 0 8.55 8.55
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $8.55
Accumulated return percentage based on the cost of first share of stock investment: 15.51%
Processing portfolio for ticker symbol: BAX
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-22 1 1 82.03 0 0 -82.03 82.02 -0.01 -0.01
2020-02-28 -1 0 0 81.81 -0.22 -0.22 0 -0.22 -0.22
2020-04-08 1 1 83.1 0 0 -83.32 84.48 1.16 1.16
2020-05-12 -1 0 0 89.41 6.31 6.09 0 6.09 6.09
2020-06-04 1 1 89.23 0 0 -83.14 88.63 5.49 5.49
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $6.05
Accumulated return percentage based on the cost of first share of stock investment: 7.38%
Processing portfolio for ticker symbol: BNTX
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 18.86 0 0 -18.86 19 0.14 0.14
2020-01-27 -1 0 0 33.24 14.38 14.38 0 14.38 14.38
2020-02-28 1 1 33.4 0 0 -19.02 35.1 16.08 16.08
2020-04-15 -1 0 0 40.9 7.5 21.88 0 21.88 21.88
2020-05-06 1 1 50.14 0 0 -28.26 47.78 19.52 19.52
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $20.92
Accumulated return percentage based on the cost of first share of stock investment: 110.92%
Processing portfolio for ticker symbol: BSX
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 41.45 0 0 -41.45 41.57 0.12 0.12
2020-01-16 -1 0 0 42.71 1.26 1.26 0 1.26 1.26
2020-04-09 1 1 35.25 0 0 -33.99 36.83 2.84 2.84
2020-05-20 -1 0 0 35.92 0.67 1.93 0 1.93 1.93
2020-05-21 1 1 35.52 0 0 -33.59 34.79 1.2 1.2
2020-05-22 -1 0 0 35.57 0.05 1.98 0 1.98 1.98
2020-06-02 1 1 37.62 0 0 -35.64 37.54 1.9 1.9
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $3.19
Accumulated return percentage based on the cost of first share of stock investment: 7.70%
Processing portfolio for ticker symbol: BYND
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-08 1 1 86 0 0 -86 81.48 -4.52 -4.52
2020-02-14 -1 0 0 113 27 27 0 27 27
2020-02-20 1 1 126.08 0 0 -99.08 120.58 21.5 21.5
2020-03-02 -1 0 0 95 -31.08 -4.08 0 -4.08 -4.08
2020-04-15 1 1 76.71 0 0 -80.79 74.7 -6.09 -6.09
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $52.74
Accumulated return percentage based on the cost of first share of stock investment: 61.33%
Processing portfolio for ticker symbol: CAG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 28.26 0 0 -28.26 28.44 0.18 0.18
2019-12-19 -1 0 0 31.16 2.9 2.9 0 2.9 2.9
2019-12-20 1 1 33.67 0 0 -30.77 35.07 4.3 4.3
2020-01-22 -1 0 0 32.82 -0.85 2.05 0 2.05 2.05
2020-02-06 1 1 32.4 0 0 -30.35 32.09 1.74 1.74
2020-02-14 -1 0 0 32.63 0.23 2.28 0 2.28 2.28
2020-04-02 1 1 29.19 0 0 -26.91 29.93 3.02 3.02
2020-05-15 -1 0 0 34.11 4.92 7.2 0 7.2 7.2
2020-06-05 1 1 33.31 0 0 -26.11 33.42 7.31 7.31
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $7.31
Accumulated return percentage based on the cost of first share of stock investment: 25.87%
Processing portfolio for ticker symbol: CCI
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-10 1 1 136.38 0 0 -136.38 134 -2.38 -2.38
2020-03-10 -1 0 0 153.61 17.23 17.23 0 17.23 17.23
2020-04-09 1 1 158.26 0 0 -141.03 164.14 23.11 23.11
2020-05-11 -1 0 0 155.83 -2.43 14.8 0 14.8 14.8
2020-06-01 1 1 171.74 0 0 -156.94 173.77 16.83 16.83
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $11.66
Accumulated return percentage based on the cost of first share of stock investment: 8.55%
Processing portfolio for ticker symbol: CHGG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 35.91 0 0 -35.91 36.52 0.61 0.61
2020-02-14 -1 0 0 39.96 4.05 4.05 0 4.05 4.05
2020-04-08 1 1 35.75 0 0 -31.7 36.84 5.14 5.14
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $26.84
Accumulated return percentage based on the cost of first share of stock investment: 74.74%
Processing portfolio for ticker symbol: CHWY
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-05 1 1 23.89 0 0 -23.89 24.33 0.44 0.44
2020-01-30 -1 0 0 28.17 4.28 4.28 0 4.28 4.28
2020-02-24 1 1 28.8 0 0 -24.52 30.84 6.32 6.32
2020-03-11 -1 0 0 26.72 -2.08 2.2 0 2.2 2.2
2020-03-26 1 1 30.89 0 0 -28.69 33.81 5.12 5.12
2020-05-12 -1 0 0 39.66 8.77 10.97 0 10.97 10.97
2020-06-03 1 1 48.66 0 0 -37.69 48.22 10.53 10.53
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $10.75
Accumulated return percentage based on the cost of first share of stock investment: 45.00%
Processing portfolio for ticker symbol: CL
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-02 1 1 68 0 0 -68 67.57 -0.43 -0.43
2020-03-03 -1 0 0 72.55 4.55 4.55 0 4.55 4.55
2020-04-09 1 1 70.66 0 0 -66.11 69.91 3.8 3.8
2020-05-07 -1 0 0 68.9 -1.76 2.79 0 2.79 2.79
2020-05-29 1 1 72.14 0 0 -69.35 72.33 2.98 2.98
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $3.05
Accumulated return percentage based on the cost of first share of stock investment: 4.49%
Processing portfolio for ticker symbol: CLX
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-05 1 1 149.9 0 0 -149.9 150.79 0.89 0.89
2020-04-03 -1 0 0 178.31 28.41 28.41 0 28.41 28.41
2020-04-09 1 1 179.23 0 0 -150.82 184.21 33.39 33.39
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $46.75
Accumulated return percentage based on the cost of first share of stock investment: 31.19%
Processing portfolio for ticker symbol: CMG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-27 1 1 817.13 0 0 -817.13 816.75 -0.38 -0.38
2020-03-02 -1 0 0 779.52 -37.61 -37.61 0 -37.61 -37.61
2020-04-07 1 1 750 0 0 -787.61 704.3 -83.31 -83.31
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $265.85
Accumulated return percentage based on the cost of first share of stock investment: 32.53%
Processing portfolio for ticker symbol: CNC
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 55.46 0 0 -55.46 54.65 -0.81 -0.81
2019-12-23 -1 0 0 62.29 6.83 6.83 0 6.83 6.83
2019-12-24 1 1 63 0 0 -56.17 63.23 7.06 7.06
2020-02-07 -1 0 0 64.43 1.43 8.26 0 8.26 8.26
2020-02-20 1 1 66.7 0 0 -58.44 65.73 7.29 7.29
2020-02-26 -1 0 0 55.84 -10.86 -2.6 0 -2.6 -2.6
2020-04-08 1 1 60.63 0 0 -63.23 65.15 1.92 1.92
2020-05-12 -1 0 0 68.38 7.75 5.15 0 5.15 5.15
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $5.15
Accumulated return percentage based on the cost of first share of stock investment: 9.29%
Processing portfolio for ticker symbol: COR
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-16 1 1 115.8 0 0 -115.8 117.37 1.57 1.57
2020-02-13 -1 0 0 112.23 -3.57 -3.57 0 -3.57 -3.57
2020-04-06 1 1 113.79 0 0 -117.36 115.89 -1.47 -1.47
2020-05-27 -1 0 0 121.94 8.15 4.58 0 4.58 4.58
2020-05-29 1 1 124.39 0 0 -119.81 124.82 5.01 5.01
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-0.30
Accumulated return percentage based on the cost of first share of stock investment: -0.26%
Processing portfolio for ticker symbol: COST
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 304.39 0 0 -304.39 304.59 0.2 0.2
2019-12-04 -1 0 0 296.04 -8.35 -8.35 0 -8.35 -8.35
2020-01-14 1 1 299.25 0 0 -307.6 299.75 -7.85 -7.85
2020-03-03 -1 0 0 308.858 9.608 1.258 0 1.258 1.258
2020-04-14 1 1 302.75 0 0 -301.492 314.14 12.648 12.648
2020-05-11 -1 0 0 305.64 2.89 4.148 0 4.148 4.148
2020-06-02 1 1 307.95 0 0 -303.802 307.09 3.288 3.288
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $8.24
Accumulated return percentage based on the cost of first share of stock investment: 2.71%
Processing portfolio for ticker symbol: COUP
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-20 1 1 148.16 0 0 -148.16 150.3 2.14 2.14
2019-12-18 -1 0 0 141.13 -7.03 -7.03 0 -7.03 -7.03
2020-01-03 1 1 150.54 0 0 -157.57 159.58 2.01 2.01
2020-02-06 -1 0 0 158.56 8.02 0.99 0 0.99 0.99
2020-02-24 1 1 154.01 0 0 -153.02 160.29 7.27 7.27
2020-03-02 -1 0 0 154.79 0.78 1.77 0 1.77 1.77
2020-03-31 1 1 146.28 0 0 -144.51 139.73 -4.78 -4.78
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $72.43
Accumulated return percentage based on the cost of first share of stock investment: 48.89%
Processing portfolio for ticker symbol: CPB
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-21 1 1 48.03 0 0 -48.03 46.84 -1.19 -1.19
2020-01-14 -1 0 0 47.74 -0.29 -0.29 0 -0.29 -0.29
2020-01-30 1 1 48.41 0 0 -48.7 49.03 0.33 0.33
2020-02-20 -1 0 0 47.72 -0.69 -0.98 0 -0.98 -0.98
2020-03-09 1 1 49.69 0 0 -50.67 50.2 -0.47 -0.47
2020-03-25 -1 0 0 43.13 -6.56 -7.54 0 -7.54 -7.54
2020-04-15 1 1 51.42 0 0 -58.96 50.5 -8.46 -8.46
2020-05-27 -1 0 0 47 -4.42 -11.96 0 -11.96 -11.96
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-11.96
Accumulated return percentage based on the cost of first share of stock investment: -24.90%
Processing portfolio for ticker symbol: CRM
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 163.03 0 0 -163.03 163.05 0.02 0.02
2019-12-09 -1 0 0 157.38 -5.65 -5.65 0 -5.65 -5.65
2019-12-26 1 1 163.4 0 0 -169.05 164.51 -4.54 -4.54
2020-03-02 -1 0 0 172.2 8.8 3.15 0 3.15 3.15
2020-04-14 1 1 155.71 0 0 -152.56 157.71 5.15 5.15
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $21.32
Accumulated return percentage based on the cost of first share of stock investment: 13.08%
Processing portfolio for ticker symbol: CRWD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-19 1 1 57.45 0 0 -57.45 56 -1.45 -1.45
2019-12-13 -1 0 0 47.5 -9.95 -9.95 0 -9.95 -9.95
2020-01-09 1 1 56.95 0 0 -66.9 55.94 -10.96 -10.96
2020-03-02 -1 0 0 60.2 3.25 -6.7 0 -6.7 -6.7
2020-03-31 1 1 57.03 0 0 -63.73 55.68 -8.05 -8.05
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $30.20
Accumulated return percentage based on the cost of first share of stock investment: 52.57%
Processing portfolio for ticker symbol: CTXS
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 111.46 0 0 -111.46 111.39 -0.07 -0.07
2019-12-11 -1 0 0 109.96 -1.5 -1.5 0 -1.5 -1.5
2020-01-07 1 1 112.51 0 0 -114.01 112.41 -1.6 -1.6
2020-02-21 -1 0 0 119.01 6.5 5 0 5 5
2020-03-18 1 1 122.64 0 0 -117.64 130.5 12.86 12.86
2020-05-07 -1 0 0 149.03 26.39 31.39 0 31.39 31.39
2020-05-11 1 1 151.89 0 0 -120.5 154.02 33.52 33.52
2020-05-21 -1 0 0 137.81 -14.08 17.31 0 17.31 17.31
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $17.31
Accumulated return percentage based on the cost of first share of stock investment: 15.53%
Processing portfolio for ticker symbol: D
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-26 1 1 83.35 0 0 -83.35 83.46 0.11 0.11
2019-12-12 -1 0 0 80.79 -2.56 -2.56 0 -2.56 -2.56
2020-01-02 1 1 82.88 0 0 -85.44 81.96 -3.48 -3.48
2020-03-05 -1 0 0 87.37 4.49 1.93 0 1.93 1.93
2020-04-14 1 1 81.6 0 0 -79.67 82.02 2.35 2.35
2020-05-11 -1 0 0 77.7 -3.9 -1.97 0 -1.97 -1.97
2020-05-19 1 1 79.44 0 0 -81.41 78.83 -2.58 -2.58
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $2.88
Accumulated return percentage based on the cost of first share of stock investment: 3.46%
Processing portfolio for ticker symbol: DDOG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 40.18 0 0 -40.18 41.37 1.19 1.19
2019-12-12 -1 0 0 35.45 -4.73 -4.73 0 -4.73 -4.73
2020-01-07 1 1 39.95 0 0 -44.68 40.06 -4.62 -4.62
2020-03-02 -1 0 0 45 5.05 0.32 0 0.32 0.32
2020-04-13 1 1 37.69 0 0 -37.37 37.87 0.5 0.5
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $33.29
Accumulated return percentage based on the cost of first share of stock investment: 82.85%
Processing portfolio for ticker symbol: DG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-02 1 1 156.95 0 0 -156.95 156.54 -0.41 -0.41
2020-01-10 -1 0 0 153.17 -3.78 -3.78 0 -3.78 -3.78
2020-01-24 1 1 154.92 0 0 -158.7 154.34 -4.36 -4.36
2020-02-05 -1 0 0 156.6 1.68 -2.1 0 -2.1 -2.1
2020-02-06 1 1 157.76 0 0 -159.86 155.47 -4.39 -4.39
2020-03-10 -1 0 0 162.63 4.87 2.77 0 2.77 2.77
2020-04-08 1 1 169.74 0 0 -166.97 169.22 2.25 2.25
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $18.69
Accumulated return percentage based on the cost of first share of stock investment: 11.91%
Processing portfolio for ticker symbol: DHR
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-20 1 1 143.07 0 0 -143.07 142.96 -0.11 -0.11
2020-02-25 -1 0 0 157.73 14.66 14.66 0 14.66 14.66
2020-04-08 1 1 141.83 0 0 -127.17 145.13 17.96 17.96
2020-05-21 -1 0 0 158.17 16.34 31 0 31 31
2020-06-04 1 1 169 0 0 -138 168.79 30.79 30.79
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $35.23
Accumulated return percentage based on the cost of first share of stock investment: 24.62%
Processing portfolio for ticker symbol: DOCU
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 68 0 0 -68 67.75 -0.25 -0.25
2020-01-22 -1 0 0 73.7 5.7 5.7 0 5.7 5.7
2020-02-03 1 1 79.1 0 0 -73.4 80.63 7.23 7.23
2020-03-10 -1 0 0 80 0.9 6.6 0 6.6 6.6
2020-04-01 1 1 90.82 0 0 -84.22 92.09 7.87 7.87
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $55.42
Accumulated return percentage based on the cost of first share of stock investment: 81.50%
Processing portfolio for ticker symbol: DPZ
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 278.69 0 0 -278.69 278.66 -0.03 -0.03
2020-01-15 -1 0 0 284.97 6.28 6.28 0 6.28 6.28
2020-02-20 1 1 362.03 0 0 -355.75 373.16 17.41 17.41
2020-03-18 -1 0 0 296.54 -65.49 -59.21 0 -59.21 -59.21
2020-04-02 1 1 330.22 0 0 -389.43 333.45 -55.98 -55.98
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-13.02
Accumulated return percentage based on the cost of first share of stock investment: -4.67%
Processing portfolio for ticker symbol: DXCM
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 204.81 0 0 -204.81 202.81 -2 -2
2019-12-18 -1 0 0 216.83 12.02 12.02 0 12.02 12.02
2020-01-08 1 1 230.78 0 0 -218.76 233.23 14.47 14.47
2020-03-16 -1 0 0 215 -15.78 -3.76 0 -3.76 -3.76
2020-04-06 1 1 272.37 0 0 -276.13 269.31 -6.82 -6.82
2020-06-04 -1 0 0 363.66 91.29 87.53 0 87.53 87.53
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $87.53
Accumulated return percentage based on the cost of first share of stock investment: 42.74%
Processing portfolio for ticker symbol: EA
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 96.2 0 0 -96.2 97.54 1.34 1.34
2020-02-07 -1 0 0 109.17 12.97 12.97 0 12.97 12.97
2020-04-08 1 1 106.95 0 0 -93.98 106.8 12.82 12.82
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $24.34
Accumulated return percentage based on the cost of first share of stock investment: 25.30%
Processing portfolio for ticker symbol: EBAY
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-05 1 1 34.94 0 0 -34.94 34.79 -0.15 -0.15
2019-12-11 -1 0 0 34.7 -0.24 -0.24 0 -0.24 -0.24
2019-12-20 1 1 36.02 0 0 -36.26 36.19 -0.07 -0.07
2020-01-15 -1 0 0 35.43 -0.59 -0.83 0 -0.83 -0.83
2020-02-07 1 1 35.83 0 0 -36.66 36.2 -0.46 -0.46
2020-03-09 -1 0 0 34.02 -1.81 -2.64 0 -2.64 -2.64
2020-04-15 1 1 35.31 0 0 -37.95 36.19 -1.76 -1.76
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $10.87
Accumulated return percentage based on the cost of first share of stock investment: 31.11%
Processing portfolio for ticker symbol: EBS
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 55 0 0 -55 54.35 -0.65 -0.65
2019-11-19 -1 0 0 54.61 -0.39 -0.39 0 -0.39 -0.39
2020-01-02 1 1 54.27 0 0 -54.66 54 -0.66 -0.66
2020-03-05 -1 0 0 57.57 3.3 2.91 0 2.91 2.91
2020-04-08 1 1 60.22 0 0 -57.31 61.93 4.62 4.62
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $29.60
Accumulated return percentage based on the cost of first share of stock investment: 53.82%
Processing portfolio for ticker symbol: EQIX
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-26 1 1 553.22 0 0 -553.22 554.68 1.46 1.46
2020-03-09 -1 0 0 571 17.78 17.78 0 17.78 17.78
2020-04-06 1 1 639.78 0 0 -622 652.22 30.22 30.22
2020-05-13 -1 0 0 663.48 23.7 41.48 0 41.48 41.48
2020-06-03 1 1 691.69 0 0 -650.21 688.99 38.78 38.78
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $23.29
Accumulated return percentage based on the cost of first share of stock investment: 4.21%
Processing portfolio for ticker symbol: ETSY
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-06 1 1 41.28 0 0 -41.28 41.23 -0.05 -0.05
2019-12-16 -1 0 0 42.49 1.21 1.21 0 1.21 1.21
2019-12-23 1 1 44.31 0 0 -43.1 44.78 1.68 1.68
2020-03-18 -1 0 0 39.63 -4.68 -3.47 0 -3.47 -3.47
2020-04-14 1 1 55.76 0 0 -59.23 57.66 -1.57 -1.57
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $19.49
Accumulated return percentage based on the cost of first share of stock investment: 47.21%
Processing portfolio for ticker symbol: EVBG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 84.75 0 0 -84.75 83.82 -0.93 -0.93
2019-12-16 -1 0 0 81.08 -3.67 -3.67 0 -3.67 -3.67
2020-01-13 1 1 83.82 0 0 -87.49 84.96 -2.53 -2.53
2020-04-08 -1 0 0 98.85 15.03 11.36 0 11.36 11.36
2020-04-22 1 1 118.5 0 0 -107.14 122.05 14.91 14.91
2020-06-05 -1 0 0 130.3 11.8 23.16 0 23.16 23.16
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $23.16
Accumulated return percentage based on the cost of first share of stock investment: 27.33%
Processing portfolio for ticker symbol: GILD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-26 1 1 66.68 0 0 -66.68 67.28 0.6 0.6
2019-12-27 -1 0 0 66.38 -0.3 -0.3 0 -0.3 -0.3
2020-02-06 1 1 67.29 0 0 -67.59 68.21 0.62 0.62
2020-03-26 -1 0 0 69.9 2.61 2.31 0 2.31 2.31
2020-03-27 1 1 73.71 0 0 -71.4 72.85 1.45 1.45
2020-04-03 -1 0 0 77.41 3.7 6.01 0 6.01 6.01
2020-04-07 1 1 77.3 0 0 -71.29 74.67 3.38 3.38
2020-05-15 -1 0 0 76.47 -0.83 5.18 0 5.18 5.18
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $5.18
Accumulated return percentage based on the cost of first share of stock investment: 7.77%
Processing portfolio for ticker symbol: GIS
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-15 1 1 52.51 0 0 -52.51 52.56 0.05 0.05
2019-12-17 -1 0 0 52.21 -0.3 -0.3 0 -0.3 -0.3
2020-01-02 1 1 53.63 0 0 -53.93 52.13 -1.8 -1.8
2020-01-06 -1 0 0 52.08 -1.55 -1.85 0 -1.85 -1.85
2020-01-17 1 1 53.91 0 0 -55.76 53.85 -1.91 -1.91
2020-02-07 -1 0 0 51.77 -2.14 -3.99 0 -3.99 -3.99
2020-02-25 1 1 53.68 0 0 -57.67 52.53 -5.14 -5.14
2020-03-02 -1 0 0 49.21 -4.47 -8.46 0 -8.46 -8.46
2020-03-16 1 1 49.4 0 0 -57.86 53.38 -4.48 -4.48
2020-03-26 -1 0 0 47.81 -1.59 -10.05 0 -10.05 -10.05
2020-04-08 1 1 56.09 0 0 -66.14 55.73 -10.41 -10.41
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-5.14
Accumulated return percentage based on the cost of first share of stock investment: -9.79%
Processing portfolio for ticker symbol: GOLD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-02 1 1 16.76 0 0 -16.76 16.89 0.13 0.13
2020-01-21 -1 0 0 17.96 1.2 1.2 0 1.2 1.2
2020-01-29 1 1 18.09 0 0 -16.89 18.37 1.48 1.48
2020-03-13 -1 0 0 17.45 -0.64 0.56 0 0.56 0.56
2020-04-03 1 1 19.74 0 0 -19.18 19.95 0.77 0.77
2020-05-27 -1 0 0 23.45 3.71 4.27 0 4.27 4.27
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $4.27
Accumulated return percentage based on the cost of first share of stock investment: 25.48%
Processing portfolio for ticker symbol: GOOG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 1297.5 0 0 -1297.5 1311.46 13.96 13.96
2020-02-28 -1 0 0 1277.5 -20 -20 0 -20 -20
2020-04-13 1 1 1209.18 0 0 -1229.18 1217.56 -11.62 -11.62
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $209.21
Accumulated return percentage based on the cost of first share of stock investment: 16.12%
Processing portfolio for ticker symbol: GSK
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 43.8 0 0 -43.8 43.85 0.05 0.05
2019-11-25 -1 0 0 44.49 0.69 0.69 0 0.69 0.69
2019-12-04 1 1 44.51 0 0 -43.82 45.07 1.25 1.25
2020-01-17 -1 0 0 48.15 3.64 4.33 0 4.33 4.33
2020-01-21 1 1 47.66 0 0 -43.33 47.5 4.17 4.17
2020-02-06 -1 0 0 44.07 -3.59 0.74 0 0.74 0.74
2020-04-09 1 1 39.17 0 0 -38.43 38.88 0.45 0.45
2020-05-20 -1 0 0 41.87 2.7 3.44 0 3.44 3.44
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $3.44
Accumulated return percentage based on the cost of first share of stock investment: 7.85%
Processing portfolio for ticker symbol: HD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-27 1 1 221.2 0 0 -221.2 219.97 -1.23 -1.23
2020-03-03 -1 0 0 230.03 8.83 8.83 0 8.83 8.83
2020-04-13 1 1 200.45 0 0 -191.62 198.79 7.17 7.17
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $63.28
Accumulated return percentage based on the cost of first share of stock investment: 28.61%
Processing portfolio for ticker symbol: HRL
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 42.22 0 0 -42.22 42.23 0.01 0.01
2020-01-02 -1 0 0 45.14 2.92 2.92 0 2.92 2.92
2020-01-21 1 1 46.34 0 0 -43.42 46.95 3.53 3.53
2020-02-26 -1 0 0 44.94 -1.4 1.52 0 1.52 1.52
2020-03-25 1 1 44.01 0 0 -42.49 41.94 -0.55 -0.55
2020-05-04 -1 0 0 46.55 2.54 4.06 0 4.06 4.06
2020-05-22 1 1 45.48 0 0 -41.42 46.93 5.51 5.51
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $6.58
Accumulated return percentage based on the cost of first share of stock investment: 15.59%
Processing portfolio for ticker symbol: JNJ
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 131.03 0 0 -131.03 130.96 -0.07 -0.07
2020-02-25 -1 0 0 145.99 14.96 14.96 0 14.96 14.96
2020-04-09 1 1 144.01 0 0 -129.05 141.23 12.18 12.18
2020-05-14 -1 0 0 145.39 1.38 16.34 0 16.34 16.34
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $16.34
Accumulated return percentage based on the cost of first share of stock investment: 12.47%
Processing portfolio for ticker symbol: K
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 64.54 0 0 -64.54 64.05 -0.49 -0.49
2020-02-05 -1 0 0 68.82 4.28 4.28 0 4.28 4.28
2020-04-13 1 1 62.44 0 0 -58.16 62.8 4.64 4.64
2020-05-13 -1 0 0 63.57 1.13 5.41 0 5.41 5.41
2020-06-04 1 1 65.22 0 0 -59.81 64.71 4.9 4.9
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $5.81
Accumulated return percentage based on the cost of first share of stock investment: 9.00%
Processing portfolio for ticker symbol: KR
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 27.02 0 0 -27.02 26.91 -0.11 -0.11
2020-01-16 -1 0 0 28.34 1.32 1.32 0 1.32 1.32
2020-02-19 1 1 29.97 0 0 -28.65 29.54 0.89 0.89
2020-04-02 -1 0 0 30.23 0.26 1.58 0 1.58 1.58
2020-04-14 1 1 32.05 0 0 -30.47 32.09 1.62 1.62
2020-05-27 -1 0 0 31.47 -0.58 1 0 1 1
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $1.00
Accumulated return percentage based on the cost of first share of stock investment: 3.70%
Processing portfolio for ticker symbol: LLY
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 112.26 0 0 -112.26 111.39 -0.87 -0.87
2020-02-26 -1 0 0 136.03 23.77 23.77 0 23.77 23.77
2020-03-18 1 1 136.34 0 0 -112.57 143.09 30.52 30.52
2020-03-23 -1 0 0 120.95 -15.39 8.38 0 8.38 8.38
2020-04-07 1 1 143.13 0 0 -134.75 141.88 7.13 7.13
2020-05-21 -1 0 0 153.15 10.02 18.4 0 18.4 18.4
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $18.40
Accumulated return percentage based on the cost of first share of stock investment: 16.39%
Processing portfolio for ticker symbol: LOGI
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 41.29 0 0 -41.29 41.37 0.08 0.08
2020-01-31 -1 0 0 45.37 4.08 4.08 0 4.08 4.08
2020-03-27 1 1 41.35 0 0 -37.27 41.12 3.85 3.85
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $20.61
Accumulated return percentage based on the cost of first share of stock investment: 49.92%
Processing portfolio for ticker symbol: LVGO
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 26.76 0 0 -26.76 25.36 -1.4 -1.4
2019-12-16 -1 0 0 26.41 -0.35 -0.35 0 -0.35 -0.35
2020-01-15 1 1 31 0 0 -31.35 30.9 -0.45 -0.45
2020-02-04 -1 0 0 24 -7 -7.35 0 -7.35 -7.35
2020-02-24 1 1 26.35 0 0 -33.7 27.13 -6.57 -6.57
2020-03-10 -1 0 0 25.5 -0.85 -8.2 0 -8.2 -8.2
2020-04-06 1 1 30.15 0 0 -38.35 30.09 -8.26 -8.26
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $18.86
Accumulated return percentage based on the cost of first share of stock investment: 70.48%
Processing portfolio for ticker symbol: MASI
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-20 1 1 153.15 0 0 -153.15 155.43 2.28 2.28
2020-03-03 -1 0 0 177.86 24.71 24.71 0 24.71 24.71
2020-03-16 1 1 174.84 0 0 -150.13 174.19 24.06 24.06
2020-03-20 -1 0 0 165 -9.84 14.87 0 14.87 14.87
2020-04-07 1 1 187.11 0 0 -172.24 183.26 11.02 11.02
2020-06-05 -1 0 0 216.09 28.98 43.85 0 43.85 43.85
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $43.85
Accumulated return percentage based on the cost of first share of stock investment: 28.63%
Processing portfolio for ticker symbol: MDLZ
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-25 1 1 51.85 0 0 -51.85 52.04 0.19 0.19
2020-01-15 -1 0 0 54.53 2.68 2.68 0 2.68 2.68
2020-01-23 1 1 55.35 0 0 -52.67 55.44 2.77 2.77
2020-03-03 -1 0 0 55.42 0.07 2.75 0 2.75 2.75
2020-04-09 1 1 51.79 0 0 -49.04 52.34 3.3 3.3
2020-05-04 -1 0 0 50.76 -1.03 1.72 0 1.72 1.72
2020-06-02 1 1 52.15 0 0 -50.43 52.22 1.79 1.79
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $2.10
Accumulated return percentage based on the cost of first share of stock investment: 4.05%
Processing portfolio for ticker symbol: MKC
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-19 1 1 165.45 0 0 -165.45 165.96 0.51 0.51
2019-12-24 -1 0 0 167.36 1.91 1.91 0 1.91 1.91
2020-01-09 1 1 164.71 0 0 -162.8 162.24 -0.56 -0.56
2020-01-10 -1 0 0 161.72 -2.99 -1.08 0 -1.08 -1.08
2020-01-27 1 1 172.33 0 0 -173.41 172.71 -0.7 -0.7
2020-02-05 -1 0 0 161.65 -10.68 -11.76 0 -11.76 -11.76
2020-04-08 1 1 149.68 0 0 -161.44 149.1 -12.34 -12.34
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $9.39
Accumulated return percentage based on the cost of first share of stock investment: 5.68%
Processing portfolio for ticker symbol: MKTX
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 374 0 0 -374 379.22 5.22 5.22
2019-12-16 -1 0 0 374.64 0.64 0.64 0 0.64 0.64
2020-03-09 1 1 342.85 0 0 -342.21 352.31 10.1 10.1
2020-03-19 -1 0 0 303.56 -39.29 -38.65 0 -38.65 -38.65
2020-04-07 1 1 400.55 0 0 -439.2 381.5 -57.7 -57.7
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $54.70
Accumulated return percentage based on the cost of first share of stock investment: 14.63%
Processing portfolio for ticker symbol: MRNA
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 18.16 0 0 -18.16 18.34 0.18 0.18
2019-12-17 -1 0 0 18.54 0.38 0.38 0 0.38 0.38
2020-01-06 1 1 18.7 0 0 -18.32 18.13 -0.19 -0.19
2020-01-07 -1 0 0 18.15 -0.55 -0.17 0 -0.17 -0.17
2020-01-17 1 1 21.5 0 0 -21.67 20.62 -1.05 -1.05
2020-02-18 -1 0 0 19.14 -2.36 -2.53 0 -2.53 -2.53
2020-03-02 1 1 27 0 0 -29.53 29.88 0.35 0.35
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $28.66
Accumulated return percentage based on the cost of first share of stock investment: 157.82%
Processing portfolio for ticker symbol: MRVL
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 27.68 0 0 -27.68 26.99 -0.69 -0.69
2019-12-03 -1 0 0 24.94 -2.74 -2.74 0 -2.74 -2.74
2019-12-24 1 1 26.6 0 0 -29.34 26.55 -2.79 -2.79
2020-02-03 -1 0 0 24.31 -2.29 -5.03 0 -5.03 -5.03
2020-04-02 1 1 21.29 0 0 -26.32 22.65 -3.67 -3.67
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $9.57
Accumulated return percentage based on the cost of first share of stock investment: 34.57%
Processing portfolio for ticker symbol: MSFT
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 147.02 0 0 -147.02 148.06 1.04 1.04
2020-03-02 -1 0 0 165.31 18.29 18.29 0 18.29 18.29
2020-04-07 1 1 169.592 0 0 -151.302 163.49 12.188 12.188
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $35.90
Accumulated return percentage based on the cost of first share of stock investment: 24.42%
Processing portfolio for ticker symbol: NET
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 16.12 0 0 -16.12 16.67 0.55 0.55
2019-12-19 -1 0 0 17.4 1.28 1.28 0 1.28 1.28
2020-01-15 1 1 18.7 0 0 -17.42 18.85 1.43 1.43
2020-02-07 -1 0 0 17.88 -0.82 0.46 0 0.46 0.46
2020-02-21 1 1 20.3 0 0 -19.84 21.02 1.18 1.18
2020-03-19 -1 0 0 19.8 -0.5 -0.04 0 -0.04 -0.04
2020-03-31 1 1 24.16 0 0 -24.2 23.48 -0.72 -0.72
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $4.94
Accumulated return percentage based on the cost of first share of stock investment: 30.65%
Processing portfolio for ticker symbol: NFLX
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 283.25 0 0 -283.25 289.62 6.37 6.37
2019-12-16 -1 0 0 300.85 17.6 17.6 0 17.6 17.6
2019-12-20 1 1 335 0 0 -317.4 336.9 19.5 19.5
2020-03-09 -1 0 0 343.86 8.86 26.46 0 26.46 26.46
2020-04-02 1 1 364.08 0 0 -337.62 370.08 32.46 32.46
2020-06-03 -1 0 0 426.95 62.87 89.33 0 89.33 89.33
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $89.33
Accumulated return percentage based on the cost of first share of stock investment: 31.54%
Processing portfolio for ticker symbol: NVDA
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 208.93 0 0 -208.93 209.79 0.86 0.86
2020-03-09 -1 0 0 239.9 30.97 30.97 0 30.97 30.97
2020-04-03 1 1 253.96 0 0 -222.99 243.91 20.92 20.92
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $133.81
Accumulated return percentage based on the cost of first share of stock investment: 64.05%
Processing portfolio for ticker symbol: OKTA
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 116.71 0 0 -116.71 115.96 -0.75 -0.75
2019-12-16 -1 0 0 116.99 0.28 0.28 0 0.28 0.28
2020-01-08 1 1 123.31 0 0 -123.03 125.55 2.52 2.52
2020-03-02 -1 0 0 130.05 6.74 7.02 0 7.02 7.02
2020-04-02 1 1 119.43 0 0 -112.41 115.99 3.58 3.58
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $68.19
Accumulated return percentage based on the cost of first share of stock investment: 58.43%
Processing portfolio for ticker symbol: PANW
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 240.64 0 0 -240.64 245.51 4.87 4.87
2019-12-04 -1 0 0 227.04 -13.6 -13.6 0 -13.6 -13.6
2019-12-30 1 1 232.59 0 0 -246.19 231.43 -14.76 -14.76
2020-02-06 -1 0 0 242.57 9.98 -3.62 0 -3.62 -3.62
2020-02-12 1 1 247.39 0 0 -251.01 244.72 -6.29 -6.29
2020-02-26 -1 0 0 197.08 -50.31 -53.93 0 -53.93 -53.93
2020-04-06 1 1 169.36 0 0 -223.29 171.34 -51.95 -51.95
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $8.10
Accumulated return percentage based on the cost of first share of stock investment: 3.37%
Processing portfolio for ticker symbol: PEP
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-03 1 1 136.66 0 0 -136.66 135.46 -1.2 -1.2
2020-01-08 -1 0 0 134.46 -2.2 -2.2 0 -2.2 -2.2
2020-01-22 1 1 141.81 0 0 -144.01 143.38 -0.63 -0.63
2020-03-02 -1 0 0 132 -9.81 -12.01 0 -12.01 -12.01
2020-04-09 1 1 132.09 0 0 -144.1 133.63 -10.47 -10.47
2020-05-11 -1 0 0 133.43 1.34 -10.67 0 -10.67 -10.67
2020-05-21 1 1 130.98 0 0 -141.65 130.21 -11.44 -11.44
2020-05-27 -1 0 0 129.72 -1.26 -11.93 0 -11.93 -11.93
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-11.93
Accumulated return percentage based on the cost of first share of stock investment: -8.73%
Processing portfolio for ticker symbol: PFE
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 36.56 0 0 -36.56 36.55 -0.01 -0.01
2019-11-19 -1 0 0 37.43 0.87 0.87 0 0.87 0.87
2019-11-26 1 1 38.55 0 0 -37.68 38.29 0.61 0.61
2020-02-03 -1 0 0 37.46 -1.09 -0.22 0 -0.22 -0.22
2020-04-08 1 1 33.99 0 0 -34.21 34.6 0.39 0.39
2020-05-28 -1 0 0 37.84 3.85 3.63 0 3.63 3.63
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $3.63
Accumulated return percentage based on the cost of first share of stock investment: 9.93%
Processing portfolio for ticker symbol: PG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-03 1 1 122.31 0 0 -122.31 122.95 0.64 0.64
2020-01-08 -1 0 0 122.19 -0.12 -0.12 0 -0.12 -0.12
2020-01-23 1 1 124.3 0 0 -124.42 124.99 0.57 0.57
2020-02-20 -1 0 0 125.47 1.17 1.05 0 1.05 1.05
2020-04-09 1 1 115.26 0 0 -114.21 114.66 0.45 0.45
2020-05-07 -1 0 0 114.06 -1.2 -0.15 0 -0.15 -0.15
2020-06-05 1 1 116.25 0 0 -116.4 118.33 1.93 1.93
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $1.93
Accumulated return percentage based on the cost of first share of stock investment: 1.58%
Processing portfolio for ticker symbol: PLD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-22 1 1 90.94 0 0 -90.94 90.56 -0.38 -0.38
2019-12-18 -1 0 0 87.05 -3.89 -3.89 0 -3.89 -3.89
2020-01-14 1 1 91.55 0 0 -95.44 90.63 -4.81 -4.81
2020-03-02 -1 0 0 84.7 -6.85 -10.74 0 -10.74 -10.74
2020-04-07 1 1 86.32 0 0 -97.06 80.95 -16.11 -16.11
2020-05-13 -1 0 0 83.56 -2.76 -13.5 0 -13.5 -13.5
2020-06-01 1 1 91.96 0 0 -105.46 93.7 -11.76 -11.76
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-9.75
Accumulated return percentage based on the cost of first share of stock investment: -10.72%
Processing portfolio for ticker symbol: PRGO
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-09 1 1 52.01 0 0 -52.01 52.99 0.98 0.98
2020-01-06 -1 0 0 49.59 -2.42 -2.42 0 -2.42 -2.42
2020-01-21 1 1 58.77 0 0 -61.19 59.83 -1.36 -1.36
2020-02-28 -1 0 0 50.07 -8.7 -11.12 0 -11.12 -11.12
2020-04-13 1 1 50.56 0 0 -61.68 50.37 -11.31 -11.31
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-6.07
Accumulated return percentage based on the cost of first share of stock investment: -11.67%
Processing portfolio for ticker symbol: PTON
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 26.2 0 0 -26.2 25.93 -0.27 -0.27
2019-12-24 -1 0 0 29.07 2.87 2.87 0 2.87 2.87
2020-01-22 1 1 32.32 0 0 -29.45 30.68 1.23 1.23
2020-02-14 -1 0 0 28.89 -3.43 -0.56 0 -0.56 -0.56
2020-03-31 1 1 27.89 0 0 -28.45 26.55 -1.9 -1.9
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $17.45
Accumulated return percentage based on the cost of first share of stock investment: 66.60%
Processing portfolio for ticker symbol: PYPL
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-21 1 1 103 0 0 -103 102.55 -0.45 -0.45
2020-02-28 -1 0 0 104.26 1.26 1.26 0 1.26 1.26
2020-04-14 1 1 109 0 0 -107.74 109.785 2.045 2.045
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $48.26
Accumulated return percentage based on the cost of first share of stock investment: 46.85%
Processing portfolio for ticker symbol: REGN
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 349.8 0 0 -349.8 338.39 -11.41 -11.41
2020-01-27 -1 0 0 341.2 -8.6 -8.6 0 -8.6 -8.6
2020-02-13 1 1 406.44 0 0 -415.04 398.81 -16.23 -16.23
2020-03-30 -1 0 0 463.09 56.65 48.05 0 48.05 48.05
2020-04-07 1 1 502.81 0 0 -454.76 501.51 46.75 46.75
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $142.24
Accumulated return percentage based on the cost of first share of stock investment: 40.66%
Processing portfolio for ticker symbol: RMD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 145.46 0 0 -145.46 145.42 -0.04 -0.04
2020-03-04 -1 0 0 168.3 22.84 22.84 0 22.84 22.84
2020-04-09 1 1 150.49 0 0 -127.65 159.82 32.17 32.17
2020-05-11 -1 0 0 160.96 10.47 33.31 0 33.31 33.31
2020-05-13 1 1 166.26 0 0 -132.95 164.37 31.42 31.42
2020-06-02 -1 0 0 161 -5.26 28.05 0 28.05 28.05
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $28.05
Accumulated return percentage based on the cost of first share of stock investment: 19.28%
Processing portfolio for ticker symbol: RNG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 167.55 0 0 -167.55 169.82 2.27 2.27
2019-12-10 -1 0 0 167 -0.55 -0.55 0 -0.55 -0.55
2019-12-30 1 1 168.64 0 0 -169.19 166.78 -2.41 -2.41
2020-03-11 -1 0 0 209.05 40.41 39.86 0 39.86 39.86
2020-04-02 1 1 210.67 0 0 -170.81 220.03 49.22 49.22
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $82.07
Accumulated return percentage based on the cost of first share of stock investment: 48.98%
Processing portfolio for ticker symbol: SHOP
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-22 1 1 318.76 0 0 -318.76 314.52 -4.24 -4.24
2020-03-04 -1 0 0 489 170.24 170.24 0 170.24 170.24
2020-04-07 1 1 408.99 0 0 -238.75 378.54 139.79 139.79
2020-04-08 -1 0 0 383 -25.99 144.25 0 144.25 144.25
2020-04-09 1 1 422.51 0 0 -278.26 417.74 139.48 139.48
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $449.51
Accumulated return percentage based on the cost of first share of stock investment: 141.02%
Processing portfolio for ticker symbol: SJM
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-05 1 1 106.35 0 0 -106.35 106.75 0.4 0.4
2019-12-16 -1 0 0 101.94 -4.41 -4.41 0 -4.41 -4.41
2020-01-16 1 1 104.75 0 0 -109.16 104.99 -4.17 -4.17
2020-03-09 -1 0 0 104.41 -0.34 -4.75 0 -4.75 -4.75
2020-03-19 1 1 119 0 0 -123.75 109.02 -14.73 -14.73
2020-03-23 -1 0 0 103.66 -15.34 -20.09 0 -20.09 -20.09
2020-03-31 1 1 110.58 0 0 -130.67 111 -19.67 -19.67
2020-04-01 -1 0 0 108.69 -1.89 -21.98 0 -21.98 -21.98
2020-04-07 1 1 115.21 0 0 -137.19 113.88 -23.31 -23.31
2020-05-11 -1 0 0 116.2 0.99 -20.99 0 -20.99 -20.99
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-20.99
Accumulated return percentage based on the cost of first share of stock investment: -19.74%
Processing portfolio for ticker symbol: SNY
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-25 1 1 46.73 0 0 -46.73 46.9 0.17 0.17
2020-01-27 -1 0 0 47.98 1.25 1.25 0 1.25 1.25
2020-02-14 1 1 50.04 0 0 -48.79 49.93 1.14 1.14
2020-03-03 -1 0 0 48.49 -1.55 -0.3 0 -0.3 -0.3
2020-04-08 1 1 44.63 0 0 -44.93 45.18 0.25 0.25
2020-05-20 -1 0 0 48.01 3.38 3.08 0 3.08 3.08
2020-06-04 1 1 49.67 0 0 -46.59 49.95 3.36 3.36
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $3.51
Accumulated return percentage based on the cost of first share of stock investment: 7.51%
Processing portfolio for ticker symbol: SPGI
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 258.23 0 0 -258.23 260 1.77 1.77
2020-02-28 -1 0 0 260.22 1.99 1.99 0 1.99 1.99
2020-04-07 1 1 264.86 0 0 -262.87 256.06 -6.81 -6.81
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $70.50
Accumulated return percentage based on the cost of first share of stock investment: 27.30%
Processing portfolio for ticker symbol: SPLK
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 120.99 0 0 -120.99 116.99 -4 -4
2020-03-03 -1 0 0 152.12 31.13 31.13 0 31.13 31.13
2020-04-09 1 1 125.99 0 0 -94.86 123.13 28.27 28.27
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $88.26
Accumulated return percentage based on the cost of first share of stock investment: 72.95%
Processing portfolio for ticker symbol: SPOT
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 147.4 0 0 -147.4 148.76 1.36 1.36
2019-11-29 -1 0 0 142 -5.4 -5.4 0 -5.4 -5.4
2019-12-11 1 1 144.96 0 0 -150.36 147.13 -3.23 -3.23
2020-01-24 -1 0 0 149.35 4.39 -1.01 0 -1.01 -1.01
2020-02-18 1 1 141.5 0 0 -142.51 144.63 2.12 2.12
2020-02-20 -1 0 0 143.35 1.85 0.84 0 0.84 0.84
2020-04-15 1 1 134.17 0 0 -133.33 138.78 5.45 5.45
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $50.95
Accumulated return percentage based on the cost of first share of stock investment: 34.57%
Processing portfolio for ticker symbol: SQ
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 61.65 0 0 -61.65 62.99 1.34 1.34
2019-12-19 -1 0 0 64.9 3.25 3.25 0 3.25 3.25
2020-01-15 1 1 68.54 0 0 -65.29 70.36 5.07 5.07
2020-03-06 -1 0 0 75.03 6.49 9.74 0 9.74 9.74
2020-04-14 1 1 60.02 0 0 -50.28 62.41 12.13 12.13
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $39.65
Accumulated return percentage based on the cost of first share of stock investment: 64.31%
Processing portfolio for ticker symbol: TDOC
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 80.06 0 0 -80.06 78.89 -1.17 -1.17
2019-12-12 -1 0 0 77.22 -2.84 -2.84 0 -2.84 -2.84
2019-12-27 1 1 83 0 0 -85.84 83.35 -2.49 -2.49
2020-05-27 -1 0 0 158.42 75.42 72.58 0 72.58 72.58
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $72.58
Accumulated return percentage based on the cost of first share of stock investment: 90.66%
Processing portfolio for ticker symbol: TGT
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-19 1 1 110.41 0 0 -110.41 110.85 0.44 0.44
2020-01-09 -1 0 0 123.5 13.09 13.09 0 13.09 13.09
2020-02-19 1 1 117.69 0 0 -104.6 117.39 12.79 12.79
2020-02-28 -1 0 0 102.21 -15.48 -2.39 0 -2.39 -2.39
2020-04-15 1 1 108.76 0 0 -111.15 106.24 -4.91 -4.91
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $10.38
Accumulated return percentage based on the cost of first share of stock investment: 9.40%
Processing portfolio for ticker symbol: TMO
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 300.15 0 0 -300.15 300.84 0.69 0.69
2020-02-05 -1 0 0 330.26 30.11 30.11 0 30.11 30.11
2020-02-19 1 1 338.09 0 0 -307.98 339.74 31.76 31.76
2020-02-28 -1 0 0 288.61 -49.48 -19.37 0 -19.37 -19.37
2020-04-13 1 1 314.38 0 0 -333.75 315.32 -18.43 -18.43
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $20.45
Accumulated return percentage based on the cost of first share of stock investment: 6.81%
Processing portfolio for ticker symbol: TTD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 228 0 0 -228 228.08 0.08 0.08
2020-03-03 -1 0 0 286.35 58.35 58.35 0 58.35 58.35
2020-04-14 1 1 231.87 0 0 -173.52 233.41 59.89 59.89
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $180.77
Accumulated return percentage based on the cost of first share of stock investment: 79.29%
Processing portfolio for ticker symbol: TTWO
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-22 1 1 122.2 0 0 -122.2 119.48 -2.72 -2.72
2020-02-06 -1 0 0 121.05 -1.15 -1.15 0 -1.15 -1.15
2020-03-12 1 1 112 0 0 -113.15 108.36 -4.79 -4.79
2020-03-23 -1 0 0 102.22 -9.78 -10.93 0 -10.93 -10.93
2020-04-06 1 1 120.65 0 0 -131.58 121.29 -10.29 -10.29
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-2.67
Accumulated return percentage based on the cost of first share of stock investment: -2.18%
Processing portfolio for ticker symbol: TW
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 43.34 0 0 -43.34 42.76 -0.58 -0.58
2020-01-17 -1 0 0 45.73 2.39 2.39 0 2.39 2.39
2020-02-13 1 1 46.95 0 0 -44.56 47.32 2.76 2.76
2020-03-16 -1 0 0 39.63 -7.32 -4.93 0 -4.93 -4.93
2020-04-08 1 1 48.88 0 0 -53.81 49.28 -4.53 -4.53
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $8.36
Accumulated return percentage based on the cost of first share of stock investment: 19.29%
Processing portfolio for ticker symbol: TWLO
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-25 1 1 105 0 0 -105 103.36 -1.64 -1.64
2019-12-13 -1 0 0 97.01 -7.99 -7.99 0 -7.99 -7.99
2020-01-02 1 1 100.01 0 0 -108 103.15 -4.85 -4.85
2020-02-27 -1 0 0 107.52 7.51 -0.48 0 -0.48 -0.48
2020-04-03 1 1 82.58 0 0 -83.06 80.69 -2.37 -2.37
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $113.65
Accumulated return percentage based on the cost of first share of stock investment: 108.24%
Processing portfolio for ticker symbol: UNH
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 253.8 0 0 -253.8 255.83 2.03 2.03
2020-01-31 -1 0 0 278.17 24.37 24.37 0 24.37 24.37
2020-02-18 1 1 299.67 0 0 -275.3 302.14 26.84 26.84
2020-02-28 -1 0 0 246.2 -53.47 -29.1 0 -29.1 -29.1
2020-04-09 1 1 265 0 0 -294.1 264.13 -29.97 -29.97
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $17.75
Accumulated return percentage based on the cost of first share of stock investment: 6.99%
Processing portfolio for ticker symbol: VEEV
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-20 1 1 152.25 0 0 -152.25 154.33 2.08 2.08
2019-12-11 -1 0 0 143.5 -8.75 -8.75 0 -8.75 -8.75
2020-01-14 1 1 149.22 0 0 -157.97 147.78 -10.19 -10.19
2020-03-04 -1 0 0 149 -0.22 -8.97 0 -8.97 -8.97
2020-04-01 1 1 150.34 0 0 -159.31 153.51 -5.8 -5.8
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $43.49
Accumulated return percentage based on the cost of first share of stock investment: 28.56%
Processing portfolio for ticker symbol: VZ
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-05 1 1 60.63 0 0 -60.63 60.82 0.19 0.19
2020-01-08 -1 0 0 59.67 -0.96 -0.96 0 -0.96 -0.96
2020-04-08 1 1 57.26 0 0 -58.22 57.8 -0.42 -0.42
2020-05-08 -1 0 0 56.22 -1.04 -2 0 -2 -2
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-2.00
Accumulated return percentage based on the cost of first share of stock investment: -3.30%
Processing portfolio for ticker symbol: WING
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-05 1 1 79.23 0 0 -79.23 80.19 0.96 0.96
2020-03-03 -1 0 0 84.74 5.51 5.51 0 5.51 5.51
2020-04-03 1 1 79.78 0 0 -74.27 77.65 3.38 3.38
2020-06-02 -1 0 0 123.47 43.69 49.2 0 49.2 49.2
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $49.20
Accumulated return percentage based on the cost of first share of stock investment: 62.10%
Processing portfolio for ticker symbol: WIX
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 128.1 0 0 -128.1 125.2 -2.9 -2.9
2019-11-29 -1 0 0 121.98 -6.12 -6.12 0 -6.12 -6.12
2020-01-03 1 1 126.14 0 0 -132.26 128.92 -3.34 -3.34
2020-02-27 -1 0 0 129.38 3.24 -2.88 0 -2.88 -2.88
2020-04-15 1 1 120.41 0 0 -123.29 118.41 -4.88 -4.88
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $90.00
Accumulated return percentage based on the cost of first share of stock investment: 70.26%
Processing portfolio for ticker symbol: WMT
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-15 1 1 120.68 0 0 -120.68 118.87 -1.81 -1.81
2019-12-05 -1 0 0 118.36 -2.32 -2.32 0 -2.32 -2.32
2019-12-18 1 1 121.51 0 0 -123.83 119.86 -3.97 -3.97
2020-01-06 -1 0 0 117.4 -4.11 -6.43 0 -6.43 -6.43
2020-02-18 1 1 118.47 0 0 -124.9 119.63 -5.27 -5.27
2020-03-02 -1 0 0 107.6 -10.87 -17.3 0 -17.3 -17.3
2020-03-27 1 1 110.11 0 0 -127.41 109.58 -17.83 -17.83
2020-03-30 -1 0 0 111.86 1.75 -15.55 0 -15.55 -15.55
2020-03-31 1 1 114.31 0 0 -129.86 113.62 -16.24 -16.24
2020-04-02 -1 0 0 113.18 -1.13 -16.68 0 -16.68 -16.68
2020-04-08 1 1 123.69 0 0 -140.37 121.84 -18.53 -18.53
2020-05-07 -1 0 0 123.46 -0.23 -16.91 0 -16.91 -16.91
2020-05-29 1 1 124.24 0 0 -141.15 124.06 -17.09 -17.09
2020-06-05 -1 0 0 122.57 -1.67 -18.58 0 -18.58 -18.58
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-18.58
Accumulated return percentage based on the cost of first share of stock investment: -15.40%
Processing portfolio for ticker symbol: WORK
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-25 1 1 21.34 0 0 -21.34 22.5 1.16 1.16
2019-12-18 -1 0 0 20.51 -0.83 -0.83 0 -0.83 -0.83
2020-01-06 1 1 22.32 0 0 -23.15 23.52 0.37 0.37
2020-01-27 -1 0 0 20.05 -2.27 -3.1 0 -3.1 -3.1
2020-02-12 1 1 26.05 0 0 -29.15 25.81 -3.34 -3.34
2020-03-13 -1 0 0 21.02 -5.03 -8.13 0 -8.13 -8.13
2020-04-01 1 1 26.15 0 0 -34.28 25.75 -8.53 -8.53
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-1.72
Accumulated return percentage based on the cost of first share of stock investment: -8.06%
Processing portfolio for ticker symbol: ZM
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-14 1 1 67.77 0 0 -67.77 67.74 -0.03 -0.03
2019-12-12 -1 0 0 63.49 -4.28 -4.28 0 -4.28 -4.28
2020-01-07 1 1 70.29 0 0 -74.57 71.9 -2.67 -2.67
2020-04-17 -1 0 0 147.91 77.62 73.34 0 73.34 73.34
2020-04-20 1 1 153.3 0 0 -79.96 148.99 69.03 69.03
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $127.64
Accumulated return percentage based on the cost of first share of stock investment: 188.34%
Processing portfolio for ticker symbol: ZS
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-11-15 1 1 45.6 0 0 -45.6 45.83 0.23 0.23
2019-12-18 -1 0 0 46.62 1.02 1.02 0 1.02 1.02
2020-01-09 1 1 51.16 0 0 -50.14 54 3.86 3.86
2020-02-28 -1 0 0 48.145 -3.015 -1.995 0 -1.995 -1.995
2020-03-27 1 1 59.54 0 0 -61.535 58.63 -2.905 -2.905
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $37.78
Accumulated return percentage based on the cost of first share of stock investment: 82.84%
Processing portfolio for ticker symbol: ZTS
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-06 1 1 121 0 0 -121 121.72 0.72 0.72
2020-03-03 -1 0 0 139.46 18.46 18.46 0 18.46 18.46
2020-04-09 1 1 126.55 0 0 -108.09 128.75 20.66 20.66
2020-05-15 -1 0 0 126.44 -0.11 18.35 0 18.35 18.35
2020-05-19 1 1 131.05 0 0 -112.7 134.34 21.64 21.64
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $28.31
Accumulated return percentage based on the cost of first share of stock investment: 23.40%
In [38]:
stock_status.sort_values(by=['current_status', 'last_action_date'], ascending=False)
Out[38]:
| Name | per_share_pandl | per_share_return | current_status | last_action_date | |
|---|---|---|---|---|---|
| Symbol | |||||
| AMD | Advanced Micro Devices | 16.326 | 0.435244 | Waiting to Enter | 2020-06-05 |
| ATVI | Activision Blizzard | 8.550 | 0.155116 | Waiting to Enter | 2020-06-05 |
| EVBG | Everbridge | 23.160 | 0.273274 | Waiting to Enter | 2020-06-05 |
| MASI | Masimo | 43.850 | 0.286321 | Waiting to Enter | 2020-06-05 |
| WMT | Walmart | -18.580 | -0.153961 | Waiting to Enter | 2020-06-05 |
| DXCM | DexCom | 87.530 | 0.427372 | Waiting to Enter | 2020-06-04 |
| NFLX | Netflix | 89.330 | 0.315375 | Waiting to Enter | 2020-06-03 |
| RMD | ResMed | 28.050 | 0.192837 | Waiting to Enter | 2020-06-02 |
| WING | Wingstop | 49.200 | 0.620977 | Waiting to Enter | 2020-06-02 |
| PFE | Pfizer | 3.630 | 0.099289 | Waiting to Enter | 2020-05-28 |
| CPB | Campbell Soup | -11.960 | -0.249011 | Waiting to Enter | 2020-05-27 |
| GOLD | Barrick Gold | 4.270 | 0.254773 | Waiting to Enter | 2020-05-27 |
| KR | Kroger Co | 1.000 | 0.037010 | Waiting to Enter | 2020-05-27 |
| PEP | PepsiCo | -11.930 | -0.087297 | Waiting to Enter | 2020-05-27 |
| TDOC | Teladoc | 72.580 | 0.906570 | Waiting to Enter | 2020-05-27 |
| CTXS | Citrix Systems | 17.310 | 0.155302 | Waiting to Enter | 2020-05-21 |
| LLY | Eli Lilly | 18.400 | 0.163905 | Waiting to Enter | 2020-05-21 |
| GSK | GlaxoSmithKline | 3.440 | 0.078539 | Waiting to Enter | 2020-05-20 |
| ABT | Abbott Labs | 4.210 | 0.050065 | Waiting to Enter | 2020-05-15 |
| GILD | Gilead Sciences | 5.180 | 0.077684 | Waiting to Enter | 2020-05-15 |
| JNJ | Johnson & Johnson | 16.340 | 0.124704 | Waiting to Enter | 2020-05-14 |
| CNC | Centene | 5.150 | 0.092860 | Waiting to Enter | 2020-05-12 |
| SJM | JM Smucker | -20.990 | -0.197367 | Waiting to Enter | 2020-05-11 |
| VZ | Verizon | -2.000 | -0.032987 | Waiting to Enter | 2020-05-08 |
| CAG | Conagra | 7.310 | 0.258669 | Holding Position | 2020-06-05 |
| PG | Procter & Gamble | 1.930 | 0.015780 | Holding Position | 2020-06-05 |
| BAX | Baxter International Inc | 6.050 | 0.073754 | Holding Position | 2020-06-04 |
| DHR | Danaher | 35.230 | 0.246243 | Holding Position | 2020-06-04 |
| K | Kellogg | 5.810 | 0.090022 | Holding Position | 2020-06-04 |
| SNY | Sanofi | 3.510 | 0.075112 | Holding Position | 2020-06-04 |
| CHWY | Chewy | 10.750 | 0.449979 | Holding Position | 2020-06-03 |
| EQIX | Equinix | 23.290 | 0.042099 | Holding Position | 2020-06-03 |
| BSX | Boston Scientific Corporation | 3.190 | 0.076960 | Holding Position | 2020-06-02 |
| COST | Costco | 8.238 | 0.027064 | Holding Position | 2020-06-02 |
| MDLZ | Mondelez | 2.100 | 0.040501 | Holding Position | 2020-06-02 |
| AMT | American Tower | 14.520 | 0.067598 | Holding Position | 2020-06-01 |
| CCI | Crown Castle | 11.660 | 0.085496 | Holding Position | 2020-06-01 |
| PLD | Prologis | -9.750 | -0.107214 | Holding Position | 2020-06-01 |
| AKAM | Akamai Technologies | 3.680 | 0.041427 | Holding Position | 2020-05-29 |
| CL | Colgate-Pammolive | 3.050 | 0.044853 | Holding Position | 2020-05-29 |
| COR | CoreSite Realty | -0.300 | -0.002591 | Holding Position | 2020-05-29 |
| HRL | Hormel | 6.580 | 0.155850 | Holding Position | 2020-05-22 |
| D | Dominion Energy | 2.880 | 0.034553 | Holding Position | 2020-05-19 |
| ZTS | Zoetis | 28.310 | 0.233967 | Holding Position | 2020-05-19 |
| BNTX | BioNTech | 20.920 | 1.109226 | Holding Position | 2020-05-06 |
| ZM | Zoom Video | 127.640 | 1.883429 | Holding Position | 2020-04-20 |
| BYND | Beyond Meat | 52.740 | 0.613256 | Holding Position | 2020-04-15 |
| EBAY | eBay | 10.870 | 0.311105 | Holding Position | 2020-04-15 |
| SPOT | Spotify | 50.950 | 0.345658 | Holding Position | 2020-04-15 |
| TGT | Target Corporation | 10.380 | 0.094013 | Holding Position | 2020-04-15 |
| WIX | Wix.Com Ltd | 90.000 | 0.702576 | Holding Position | 2020-04-15 |
| AAPL | Apple | 74.280 | 0.281630 | Holding Position | 2020-04-14 |
| ABBV | AbbVie | 4.640 | 0.053654 | Holding Position | 2020-04-14 |
| CRM | Salesforce | 21.320 | 0.130773 | Holding Position | 2020-04-14 |
| ETSY | Etsy Inc | 19.490 | 0.472141 | Holding Position | 2020-04-14 |
| PYPL | PayPal | 48.260 | 0.468544 | Holding Position | 2020-04-14 |
| SQ | Square | 39.650 | 0.643147 | Holding Position | 2020-04-14 |
| TTD | The Trade Desk | 180.770 | 0.792851 | Holding Position | 2020-04-14 |
| ADBE | Adobe | 145.180 | 0.494583 | Holding Position | 2020-04-13 |
| DDOG | Datadog Inc | 33.290 | 0.828522 | Holding Position | 2020-04-13 |
| GOOG | Alphabet | 209.210 | 0.161241 | Holding Position | 2020-04-13 |
| HD | Home Depot | 63.280 | 0.286076 | Holding Position | 2020-04-13 |
| PRGO | Perrigo | -6.070 | -0.116708 | Holding Position | 2020-04-13 |
| TMO | Thermo Fisher | 20.450 | 0.068133 | Holding Position | 2020-04-13 |
| CLX | Clorox | 46.750 | 0.311875 | Holding Position | 2020-04-09 |
| SHOP | Shopify | 449.510 | 1.410183 | Holding Position | 2020-04-09 |
| SPLK | Splunk Inc | 88.260 | 0.729482 | Holding Position | 2020-04-09 |
| UNH | UnitedHealth Group | 17.750 | 0.069937 | Holding Position | 2020-04-09 |
| CHGG | Chegg Inc | 26.840 | 0.747424 | Holding Position | 2020-04-08 |
| DG | Dollar General | 18.690 | 0.119083 | Holding Position | 2020-04-08 |
| EA | Electronic Arts | 24.340 | 0.253015 | Holding Position | 2020-04-08 |
| EBS | Emergent Biosolutions Inc | 29.600 | 0.538182 | Holding Position | 2020-04-08 |
| GIS | General Mills | -5.140 | -0.097886 | Holding Position | 2020-04-08 |
| MKC | McCormick | 9.390 | 0.056754 | Holding Position | 2020-04-08 |
| TW | Tradeweb | 8.360 | 0.192893 | Holding Position | 2020-04-08 |
| CMG | Chipotle | 265.850 | 0.325346 | Holding Position | 2020-04-07 |
| MKTX | MarketAxess | 54.700 | 0.146257 | Holding Position | 2020-04-07 |
| MSFT | Microsoft | 35.898 | 0.244171 | Holding Position | 2020-04-07 |
| REGN | Regeneron | 142.240 | 0.406632 | Holding Position | 2020-04-07 |
| SPGI | S&P Global Inc | 70.500 | 0.273012 | Holding Position | 2020-04-07 |
| LVGO | Livongo | 18.860 | 0.704783 | Holding Position | 2020-04-06 |
| PANW | Palo Alto Networks Inc | 8.100 | 0.033660 | Holding Position | 2020-04-06 |
| TTWO | Take-Two Interactive | -2.670 | -0.021849 | Holding Position | 2020-04-06 |
| NVDA | Nvidia | 133.810 | 0.640454 | Holding Position | 2020-04-03 |
| TWLO | Twilio Inc | 113.650 | 1.082381 | Holding Position | 2020-04-03 |
| DPZ | Domino's | -13.020 | -0.046719 | Holding Position | 2020-04-02 |
| MRVL | Marvell Technology | 9.570 | 0.345737 | Holding Position | 2020-04-02 |
| OKTA | Okta | 68.190 | 0.584269 | Holding Position | 2020-04-02 |
| RNG | RingCentral | 82.070 | 0.489824 | Holding Position | 2020-04-02 |
| DOCU | DocuSign | 55.420 | 0.815000 | Holding Position | 2020-04-01 |
| VEEV | Veeva Systems | 43.490 | 0.285649 | Holding Position | 2020-04-01 |
| WORK | Slack | -1.720 | -0.080600 | Holding Position | 2020-04-01 |
| AMZN | Amazon | 532.900 | 0.304266 | Holding Position | 2020-03-31 |
| COUP | Coupa Software | 72.430 | 0.488863 | Holding Position | 2020-03-31 |
| CRWD | CrowdStrike | 30.200 | 0.525674 | Holding Position | 2020-03-31 |
| NET | Cloudflare | 4.940 | 0.306452 | Holding Position | 2020-03-31 |
| PTON | Peloton | 17.450 | 0.666031 | Holding Position | 2020-03-31 |
| LOGI | Logitech | 20.610 | 0.499152 | Holding Position | 2020-03-27 |
| ZS | Zscaler | 37.775 | 0.828399 | Holding Position | 2020-03-27 |
| MRNA | Moderna | 28.660 | 1.578194 | Holding Position | 2020-03-02 |
In [39]:
if notifyStatus: email_notify("Task 4. Back-test Model completed! "+datetime.now().strftime('%a %B %d, %Y %I:%M:%S %p'))
Task 5. Evaluate Performance¶
In [40]:
if notifyStatus: email_notify("Task 5. Evaluate Performance has begun! "+datetime.now().strftime('%a %B %d, %Y %I:%M:%S %p'))
In [41]:
# Not applicable for this iteration of the project
In [42]:
if notifyStatus: email_notify("Task 5. Evaluate Performance completed! "+datetime.now().strftime('%a %B %d, %Y %I:%M:%S %p'))
In [43]:
print ('Total time for the script:',(datetime.now() - startTimeScript))
Total time for the script: 0:08:08.661673